Title

Formulas for approximating pseudo-Boolean random variables

Document Type

Article

Publication Date

5-28-2008

Abstract

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. © 2007 Elsevier B.V. All rights reserved.

Publication Source (Journal or Book title)

Discrete Applied Mathematics

First Page

1581

Last Page

1597

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