Formulas for approximating pseudo-Boolean random variables

We consider {0, 1}n as a sample space with a probability measure on it, thus making pseudo-Boolean functions into random variables. We then derive explicit formulas for approximating a pseudo-Boolean random variable by a linear function if the measure is permutation-invariant, and by a function of degree at most k if the measure is a product measure. These formulas generalize results due to Hammer-Holzman and Grabisch-Marichal-Roubens. We also derive a formula for the best faithful linear approximation that extends a result due to Charnes-Golany-Keane-Rousseau concerning generalized Shapley values. We show that a theorem of Hammer-Holzman that states that a pseudo-Boolean function and its best approximation of degree at most k have the same derivatives up to order k does not generalize to this setting for arbitrary probability measures, but does generalize if the probability measure is a product measure. Key words: pseudo-Boolean function, probability measure, pseudo inner product, li...

• Type: Journal
• Year: 2008
• Where: DAM
• Authors: Guoli Ding, Robert F. Lax, Jianhua Chen, Peter P. Chen
• Keywords: DAM 2008, Probability Measure, Pseudo-Boolean Function, Random Variable