Uncertainty Quantification and Data Fusion Based On Dempster-Shafer Theory1

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Electronic Theses, Treatises and Dissertations
The Graduate School
2013
Uncertainty Quantification and Data Fusion

Based on Dempster-Shafer Theory
Yanyan He
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FLORIDA STATE UNIVERSITY

COLLEGE OF ARTS AND SCIENCES
UNCERTAINTY QUANTIFICATION AND DATA FUSION

BASED ON DEMPSTER-SHAFER THEORY
By
YANYAN HE
A Dissertation submitted to the

Department of Mathematics
in partial fulfillment of the
requirements for the degree of
Doctor of Philosophy
Degree Awarded:
Fall Semester, 2013
Yanyan He defended this dissertation on November 7, 2013.

The members of the supervisory committee were:
M. Yousuff Hussaini
Professor Directing Dissertation
William S. Oates
University Representative
David A. Kopriva
Committee Member
Mark Sussman
Committee Member
The Graduate School has verified and approved the above-named committee members, and
certifies that the dissertation has been approved in accordance with university requirements.
ii
ACKNOWLEDGMENTS
There are no words to express my appreciation to my advisor, Professor M. Yousuff Hussaini, for
providing me the wonderful opportunity to work in this field, for his support, caring, patience and
guidance over the years. He has set an example of excellence as a researcher, a mentor and a person.
I would like to thank my thesis committee members Professor David A. Kopriva and Professor
Mark Sussman for their valuable advice and support, for helping me develop skills in scientific
writing, scientific presentation, programming, and using numerical schemes and statistical tools. I
appreciate Professor William S. Oatess willingness to join my dissertation committee. I am also
grateful to Professor Anuj Srivastava, Dr. Svetlana V. Poroseva, and Dr. Jonghoon Bin for their
help with my research.
I would also like to thank my family and friends who have been supporting and encouraging
me with their best wishes over years. Without you all, I would never have been able to finish my
dissertation.
iii
TABLE OF CONTENTS
List of Tables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
vi
List of Figures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . vii

Abstract . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1 Introduction
1.1 Historical Perspective . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.2 Thesis Objectives and Organization . . . . . . . . . . . . . . . . . . . . . . . . . . .
1
2
4
2 Dempster-Shafer Theory of Evidence

2.1 The Mathematical Basics . . . . . . . . .
2.1.1 Measures in the DS Theory . . . .
2.1.2 Special Belief Functions . . . . . .
2.1.3 Entropy and Specificity . . . . . .
2.1.4 Distance Between Two m-functions
2.1.5 Combination Rules . . . . . . . . .
2.2 The Applications and the Challenges . . .
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5
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3 Uncertainty Quantification, Uncertainty Propagation and Data Fusion

3.1 Uncertainty Quantification . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.1.1 The MinMax Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.1.2 Illustration of the MinMax Method on a Simple Example . . . . . . . . . . .
3.1.3 Comparison of the MinMax Method and Denuxs Method in a Special Case
3.2 Uncertainty Propagation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.2.1 Aleatory Uncertainty Propagation Using Polynomial Chaos Expansions . . .
3.2.2 Epistemic Uncertainty Propagation Using Evidence Theory . . . . . . . . . .
3.2.3 Mixed Type of Uncertainty Propagation with Polynomial Chaos and DS Theory
3.2.4 Uncertainty Propagation in Quasi-One-Dimensional Nozzle Flow . . . . . . .
3.3 Combination of Multiple Sources of Information . . . . . . . . . . . . . . . . . . . . .
3.3.1 Conflict . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.3.2 Reconstruction of m-functions . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.3.3 Inagakis Combination Rule with a Single Parameter . . . . . . . . . . . . . .
3.3.4 The Combination Procedure and Examples . . . . . . . . . . . . . . . . . . .
22
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31
33
37
39
40
53
54
63
65
68
4 Applications
4.1 Uncertainty Quantification in Flight Plans . . . . . . .
4.1.1 Data Processing and Selection . . . . . . . . .
4.1.2 Problem Formulation . . . . . . . . . . . . . .
4.1.3 Discussion of Results . . . . . . . . . . . . . . .
4.2 Data Fusion in Radiotherapy Dose Response Analysis
4.2.1 Data Selection . . . . . . . . . . . . . . . . . .
4.2.2 Problem Formulation . . . . . . . . . . . . . .
73
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89
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4.2.3
Discussion of Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90
5 Summary and Conclusions
96
Appendix
A The Present Choice of Thresholds in the Criterion of Strong Conflict
99
B The Definitions of Other Conflict Measures
102
C The Metric to Calculate the Shortest Distance of Two Trajectories
104
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106
Biographical Sketch . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
LIST OF TABLES
2.1
The binary ordering of the subsets of X. . . . . . . . . . . . . . . . . . . . . . . . . . . 15
3.1
The Characteristics of the m-functions with different ini . . . . . . . . . . . . . . . . 28
3.2
The total distance (the root mean square of Jousselmes distances between the individual m-functions and the combined m-function from three different combination
rules) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
3.3
The combined m-functions from Dempsters rule of combination, Yagers rule and the
proposed procedure for two bodies of evidence . . . . . . . . . . . . . . . . . . . . . . 69
3.4
proposed procedure for four bodies of evidence . . . . . . . . . . . . . . . . . . . . . . 71
3.5
proposed procedure for non-Bayesian m-functions . . . . . . . . . . . . . . . . . . . . 72
4.1
Statistics available for the two flights . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84
4.2
The characteristics of the m-functions for the DAL1212 flight . . . . . . . . . . . . . . 86
4.3
The incidence ranges of RP at four different doses (Gy) from four institutions . . . . . 88
4.4
The degrees of belief and plausibility . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
4.5
LKB parameters from Yagers rule, Inagakis combination rule, and Emami and Burman 94
vi
LIST OF FIGURES
2.1
Venn diagrams: (a) The set A with subsets, (b) The set A with intersecting sets. . . .
2.2
Belief and Plausibility of a proposition A. . . . . . . . . . . . . . . . . . . . . . . . . .
2.3
An m-function and the focal elements. . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
2.4
Concave m-function. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
3.1
Consecutive intervals as focal elements. . . . . . . . . . . . . . . . . . . . . . . . . . . 25
3.2
Data set S with N = 1000, ini = 0.00001: (a) the BBA, (b) the CBF and CPF. . . . 28
3.3
The characteristics of the m-functions with respect to the number of samples N : (a)
subinterval length , (b) the maximum belief mass, (c) the boundary of the interval
with the maximum belief mass, (d) the total range, (e) entropy, (f) specificity. . . . . 29
3.4
The comparison of the MinMax method and Denuxs method for the data set S
with N = 1000: (a) the BBAs, (b) CDF, CBFs and CPFs. . . . . . . . . . . . . . . . 32
3.5
The focal elements of 1D and 2D belief structures. . . . . . . . . . . . . . . . . . . . . 38
3.6
The cross section of nozzle along the streamwise distance. . . . . . . . . . . . . . . . . 41
3.7
The outputs of the deterministic system. . . . . . . . . . . . . . . . . . . . . . . . . . 43
3.8
Spectrum of eigenvalues of the correlation function CAA (x1 , x2 ). . . . . . . . . . . . . 45
3.9
PDF of the stochastic cross-sectional area of the nozzle. . . . . . . . . . . . . . . . . . 46
3.10
The numerically exact distribution and probability distribution. . . . . . . . . . . . . 46
3.11
(a) The distribution of xs using PC expansions with different polynomial orders, (b)
The zoomed-in figure. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
3.12
Comparison of Errors of Polynomial Chaos with different values for the order np from
the numerically exact solution. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
3.13
The belief function for p1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
3.14
(a) The belief function of the conditional expectation E[xs |p1 ]. (b) The CBF/CPF of
the conditional expectation E[xs |p1 ]. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
3.15
The probability boxes. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
4.1
Radar track points and scheduled trajectory segment. . . . . . . . . . . . . . . . . . . 78
vii
4.2
The m-functions for the DAL1212 flight with SDT = 13:10: (a) uncertainty in predicting the departure time, (b) uncertainty in predicting the arrival time as in the
flight plan, (c) uncertainty in predicting the arrival time at the actual departure time,
(d) the corresponding CBFs and CPFs. . . . . . . . . . . . . . . . . . . . . . . . . . . 79
4.3
The m-functions for the TRS841 flight with SDT = 12:50: (a) uncertainty in predicting the departure time, (b) uncertainty in predicting the arrival time as in the flight
plan, (c) uncertainty in predicting the arrival time at the actual departure time, (d)
the corresponding CBFs and CPFs. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
4.4
Comparison of CBFs and CPFs for DAL1212 (SDT = 13:10) and TRS841 (SDT =
12:50): (a) uncertainty in predicting the departure time, (b) uncertainty in predicting
the arrival time as in the flight plan, (c) uncertainty in predicting the arrival time at
the actual departure time. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
4.5
The m-function and Gaussian distribution with sample mean and sample variance for
the DAL1212 flight with SDT = 14:00. . . . . . . . . . . . . . . . . . . . . . . . . . . 83
4.6
The m-functions for the TRS841 flight (a) climb phase with scheduled departure time
12:50, (b) en-route phase with scheduled departure time 12:50, (c) descent phase with
scheduled departure time 12:50, (d) the corresponding CBFs and CPFs with scheduled
departure time 12:50, (e) climb phase with scheduled departure time 13:40, (f) enroute phase with scheduled departure time 13:40, (g) descent phase with scheduled
departure time 13:40, (h) the corresponding CBFs and CPFs with scheduled departure
time 13:40. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
4.7
The degrees of belief (the black dots) and plausibility (the red dots) obtained from
(a) Dempsters rules and (b) Yagers rule at different mean lung doses (MLD). The
error bars are from the clinical data of MSKCC, Duke, M.D. Anderson and Michigan.
The curves are the fits for the degrees of belief and plausibility using the LKB model.
91
4.8
optimized Inagakis rule (left) and Yagers rule (right). The error bars are from the
clinical data of MSKCC ([121]), Duke University ([47]), M.D. Anderson ([112]) and
the University of Michigan ([58]). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
4.9
the Inagakis combination rule with the optimal value for the single parameter. The
solid black curves are the fits for the degrees of belief (lower curve) and plausibility
(upper curve) by using the LKB model. The error bars are from the clinical data of
MSKCC ([121]), Duke University ([47]), M.D. Anderson ([112]) and the University of
Michigan ([58]). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
4.10
The black curves are the fits for the degrees of belief (lower curve) and plausibility
(upper curve) by using the LKB model. The red curve in the middle is obtained from
the LKB model with Emami and Burmans parameter ([30, 11]). . . . . . . . . . . . . 95
viii
4.11
optimized Inagakis rule. The solid black curves are the fits for the degrees of belief
(lower curve) and plausibility (upper curve) by using the LKB model. The error bars
are from the clinical data of Duke University ([47]) and University of Michigan ([58]).
95
A.1
Mean global conflict and mean total auto conflict with respect to || . . . . . . . . . . 100
C.1
The shortest distance from C to arc AB . . . . . . . . . . . . . . . . . . . . . . . . . . 104
ix
ABSTRACT
Quantifying uncertainty in modeling and simulation is crucial since the parameters of the physical
system are inherently non-deterministic and knowledge of the system embodied in the model is
incomplete or inadequate. The most well-developed nonadditive-measure theory the DempsterShafer theory of evidence is explored for uncertainty quantification and propagation.
For uncertainty quantification, we propose the MinMax method to construct belief functions
to represent uncertainty in the information (data set) involving the inseparably mixed type of uncertainties. Using the principle of minimum uncertainty and the concepts of entropy and specificity,
the MinMax method specifies a partition of a finite interval on the real line and assigns belief masses
to the uniform subintervals. The method is illustrated in a simple example and applied to the total
uncertainty quantification in flight plan of two actual flights.
For uncertainty propagation, we construct belief/probability density functions for the output
or the statistics of the output given the belief/probability density functions for the uncertain input
variables. Different approaches are introduced for aleatory uncertainty propagation, epistemic
uncertainty propagation, and mixed type of uncertainty propagation. The impact of the uncertain
input parameters on the model output is studied using these approaches in a simple example of
aerodynamic flow: quasi-one-dimensional nozzle flow.
In the situation that multiple models are available for the same quantity of interest, the combination rules in the Dempster-Shafer theory can be utilized to integrate the predictions from the
different models. In the present work, we propose a robust and comprehensive procedure to combine multiple bodies of evidence. It is robust in that it can combine multiple bodies of evidence,
consistent or otherwise. It is comprehensive in the sense that it examines the bodies of evidence
strongly conflicted with others, reconstructs the basic belief mass functions by discounting, and then
fuses all the bodies of evidence using an optimally parametrized combination rule. The proposed
combination procedure is applied to radiotherapy dose response outcome analysis.
CHAPTER 1
INTRODUCTION
Everyone has an intuitive concept of uncertainty. It is well described in the words of Lindley
[61]: There are some statements that you know to be true, others that you know to be false,
but with the majority of statements you do not know whether they are true or false; we say
that, for you, these statements are uncertain. He provides a long list of examples to show that
uncertainty is an ubiquitous phenomena with numerous dimensions and facets. He points out that
some uncertain phenomena may be counter-intuitive and defy common sense, as exemplified by the
so-called Simpsons paradox, which states that the overall behavior of a group may contradict the
behavior of individual subgroups: a medical treatment appears to be good for the men, good for the
women but bad for all of us. He treats the ideas about uncertainty as applied to science, economics
and politics in the elementary language of mathematics, specifically elementary probability theory.
As uncertainty pervades many disciplines, its literature spreads over the entire intellectual culture with surprisingly little interdisciplinary interaction. An excellent multidisciplinary perspective
on uncertainty and risk is given in the book edited by Bammer and Smithson [7], which covers
themes ranging from economics and physics to history and theology at a relatively advanced level.
In recent times, computation has become all the rage. It has practically permeated all scientific and engineering disciplines and spawned a new discipline called computational science and
engineering, which is inherently multidisciplinary. As it is based on mathematical modeling and
simulation, it is inherent with uncertainties introduced by the approximations at various stages of
the process.
Oberkampf and Roy [80] divide these uncertainties into aleatory uncertainty and epistemic
uncertainty. They define the former as uncertainty due to inherent randomness and the latter
as uncertainty due to lack of knowledge. Aleatory uncertainty describes the intrinsic variability
associated with the physical system characterized by its random parameters; it is irreducible and
stochastic. Epistemic uncertainty is caused by the incomplete or inadequate knowledge of the
physical system; it is subjective and reducible with the gaining of more knowledge. Epistemic
uncertainty is further subdivided into recognized uncertainty and blind uncertainty. The recognized
uncertainty is one for which a conscious decision has been made to either characterize or deal with
it in some way, or to ignore it for practical reasons and blind uncertainty is one for which it is
recognized that the knowledge is incomplete and that the knowledge is relevant to modeling the
system of interest. The usual cause of blind uncertainty is human error, such as programming
errors. Credibility of a simulation critically depends on quantifying its uncertainty. In problems
of modeling and simulation, it is difficult, if not impossible, to isolate the sources of uncertainty
and quantify their impact individually. To address this issue, we introduce the concept of total
uncertainty (combined sources of uncertainty) defined as the difference between the simulation
error and the observation error. Developing a mathematical framework to represent and quantify
uncertainty in simulation is the goal of this dissertation.
1.1
Historical Perspective
Since the 1600s when the uncertainty in games of chance was recognized (where the outcome of
the game is uncertain due to the use of randomizing device, such as a die with six faces), uncertainty
has been explained in terms of the concepts of probability theory. To represent the uncertainty,
Cardano proposed the first systematic basics of probability to guide the betting process[14]. He
stated that all the possible outcomes (numbers shown on the different faces) have the same possibility to occur, so the average number can be obtained from the total number divided by the
number of faces.
In his succinct overview of the early history of probability theory, Shafer [100] considers the
work of Cardano as precursor to probability theory and ascribes the founding of the mathematical
theory of probability to Fermat and Pascal who are said to have correctly solved for the first time
the problem of points, i.e., the problem of equitably dividing the stakes when a fair game is halted
before either player secures victory. Shafer elegantly reviews the evolution of probability theory
until the work of Laplace in the early nineteenth century. As a culmination of these historically
groundbreaking works, the modern probability theory combining sample space and classical measure
theory was founded by Kolmogorov in 1933.
Until the mid-twentieth century, uncertainty continued to be treated in terms of probability
theory. Zadeh [122] is perhaps the first to recognize that there are aspects of uncertainty, for
example, in the disciplines of pattern recognition and information science, which are not amenable
to interpretation in terms of classical probability theory. To deal with such uncertainties due
to incomplete or imprecise information, he introduced the concept of a fuzzy set (with fuzzy or
imprecise boundary), which permits an object or element to be a member of more than one set with
different grade of membership, unlike in the classical set theory where, if an object is a member
of a set, it cannot be a member of a disjoint set. His work began the modern revolution in new
ways of thinking about uncertainty that stems from sources other than random processes. Fuzzy
sets have found applications in diverse fields such as social science [93], linguistics [53], and pattern
recognition [9, 43].
To deal with the nonspecificity aspect of uncertainty inevitably present in disciplines, such as
artificial intelligence and expert systems, Shafer [97] developed what he called a mathematical
theory of evidence expounding on the ideas of Dempster [21, 22].
This theory was immediately espoused by the artificial intelligence community who called it
the Dempster-Shafer theory of evidence. This theory may be considered as a particular case of
the fuzzy measure theory. Unlike the fuzzy set theory (which appropriately represents situations
where the objects of interest are precise and crisp and the compatibility of each object with the
concept represented by a given fuzzy set is uncertain), fuzzy measure theory is applicable to represent uncertain situations where the objects of interest are fuzzy and the sets are crisp. Fuzzy
measures have also been defined on fuzzy sets [113]. In 1978, Zadeh [123] extended the fuzzy set
theory to possibility theory, which enables one to treat specifically model uncertainty. Dubois and
Prade [28] further developed possibility theory with the fuzzy measure-theoretic approach. These
mathematical approaches to uncertainty are aimed at applications. Klir and Smith [56] observe
that the theory of capacities developed by Choquet and fuzzy measure theory developed by Sugeno,
are abstract generalizations of classical measure theory [40], and contain as special cases the other
theories mentioned above.
The Dempster-Shafer (DS) theory of evidence (also called evidence theory) is relatively welldeveloped in the application context [42, 79, 109, 45, 10, 43], it can effectively deal with both the
parametric and model uncertainties and subsumes possibility and probability theories. As such,
application of DS theory to study uncertainties in modeling and simulations is the purpose of the
dissertation.
1.2
Thesis Objectives and Organization
The overall objective of this research is three-fold using the DS theory to develop methodologies
i) for uncertainty quantification, i.e., constructing belief functions on the information (the body
of evidence) with inseparably mixed type of uncertainties; ii) for uncertainty propagation, i.e.,
constructing belief/probability functions for the output or the statistics of the output, given the
belief/probability functions for the uncertain input variables; and iii) for data fusion, i.e., developing
a robust and comprehensive procedure to combine multiple bodies of evidence.
Specifically, the research accomplishments are:
A new formal procedure, called MinMax method, is proposed to construct a belief function
on a given body of evidence (Sec. 3.1.1). This method minimizes the entropy and maximizes
specificity, thereby satisfying the principle of minimum uncertainty.
A new concept of basic belief assignment to probability boxes is defined and used to quantify
coupled aleatory/epistemic uncertainty in model output (Sec. 3.2.3).
A robust and comprehensive procedure is proposed to combine multiple bodies of evidence
(Sec. 3.3). It is robust in that it can combine multiple bodies of evidence, consistent or
otherwise. It is comprehensive in the sense that it examines the bodies of evidence strongly
conflicted with others, reconstructs the belief functions on them by discounting, and then
fuses all the bodies of evidence using an optimally parametrized combination rule.
The proposed approaches are applied to new areas: uncertainty quantification in a transportation system aircraft flight plans (Sec. 4.1) and data fusion in radiotherapy dose response
outcome analysis (Sec. 4.2).
The dissertation is organized as follows: The basics of the DS theory are introduced in Chap.
2 where the belief, plausibility measures and the basic belief assignment are defined and the combination rules to combine multiple bodies of evidence are described. In Chap. 3, methodologies of
uncertainty quantification/propagation and data fusion are proposed and implemented in simple
examples. We discuss the applications of the proposed approaches to real problems in Chap. 4.
CHAPTER 2
DEMPSTER-SHAFER THEORY OF EVIDENCE
The Dempster-Shafer (DS) theory of evidence (also called evidence theory) originated from the
earlier works of Dempster in the 1960s [21, 22]. Motivated by the context of statistical inference,
Dempster considered a multivalued mapping from a space E carrying a probability measure over
subsets of E to the target space X, and inferred that the corresponding measure in X would be non
unique and one could at best consider just upper and lower probabilities [22]. In such a context,
E may represent a space of sample observations regarded as sources of evidence/information, and
X may represent a parameter space or a product of a parameter space and a space of future
observations. In practice, different sources of evidence Ei may provide information about the same
uncertain outcome in X, which may be expressed as i : Ei X. Assuming independence of
evidence sources (as yet to be explained), Dempster proposed a rule to combine them (now known
as Dempsters rule of combination) for the purpose of statistical inference.
Based on these fundamental ideas, Shafer [97] modeled ones intuitive perception of belief/opinion
and developed what he called a mathematical theory of evidence. In the terminology of Shafer,
X is called the frame of discernment, and the lower and upper probabilities are called belief and
plausibility functions, respectively. (It is but proper to mention here that belief functions do not
express lower bounds on true but unknown probabilities [98].) After this point, Shafers approach
diverged from Dempsters approach. Shafer defined a belief function as a measure with the important property of superadditivity and laid the foundation for a comprehensive theory of belief
functions. This fuzzy character of the belief measure makes the theory naturally suitable for representing and treating epistemic uncertainty stemming from imprecise information or incomplete
knowledge.
Since the publication of Shafers work, the DS theory has evolved through supportive and critical
arguments in interpretation, implementation and application. Smets [103] proposed a transfer
belief model (TBM) with an open-world assumption and suggested a credal level for entertaining
the belief functions (represent partial knowledge using belief functions) while a pignistic level with
pignistic probability for decision making; Nguyen [78] showed that the basic belief assignment is the
probability of a random set in the finite case and made the connection between the belief functions
and random sets; Yager [120] proposed the concepts of entropy and specificity of a belief function,
which provide information regarding the quality of evidence represented by the belief function.
Zadeh [125] pointed out that Dempsters rule may produce counterintuitive results when combining
highly conflicted evidence, which led researchers to propound different rules of combination such
as Yagers rule [117, 118], Inagakis combination rule [48], the disjunctive rule of Dubois and Prade
[27], and Smets rule [104].
Other contributions to the DS theory can be found in the literature: Kohlas and Monney
[57] interpreted a source of information as a hint and dealt with the imprecise information in the
framework of a theory of hints; Halpern and Fagin [41] provided different viewpoints of belief
functions in terms of probability theory; Zhang [126] proposed a centered combination rule taking
ratios of cardinalities of subsets as weights; Ferson and Kreinovich [31] provided an alternative
combination rule, which deals with the conflict in a different way; Florea, Jousselme, Bosse and
Grenier [32] analyzed the popular combination rules and suggested a robust one; Sentz and Ferson
[96] reviewed several combination rules and compared their properties; and etc. While quite a few
modifications of the Dempsters rule of combination have been proposed, Haenni [39] doubted the
necessity of such alternatives.
Along with the development of the theoretical aspect, the application of the DS theory in various fields has been growing. At first, the DS theory was applied to the expert system and artificial
intelligence in the 1980s [73]. Later, various versions of combination rules were applied to fuse
images in remote sensing [74], medical imaging [10], etc. Recently, Tang, Swiler, Eldred and Iaccarino [110] suggested approaches for mixed uncertainty propagation using polynomial chaos and
DS theory. To consider the model uncertainty, discretization error as well as parametric uncertainty, Helton and Oberkampf [46] gave a comprehensive framework for uncertainty quantification
in scientific computing. However, in practice, it is difficult, if not impossible, to analyze different
sources of uncertainty individually. Poroseva, Hussaini and Woodruff [90] proposed a DS theory
approach for total uncertainty quantification in simulations, and applied it to aircraft trajectories
[88, 87] and hurricane track forecasts [92, 91].
Next, a brief description of the mathematical basics of the DS theory is given, including issues
that arise in the application of the DS theory to scientific and engineering problems.
2.1
2.1.1
The Mathematical Basics
Measures in the DS Theory
Let X be the quantity of interest with a collection of possible values X = {X1 , X2 , ..., Xn }.
The set X is called the universal set or the frame of discernment. Let A be any subset of X. If
we know exactly the true value of X, then our knowledge is complete and there is no uncertainty.
However, we may have only partial knowledge and the true value of X is unknown. In such a case,
propositions in the form of the true value of X is in A are considered. Hereafter, for simplicity,
the subset A is used to indicate the proposition the true value of X lies in A. The strength of
evidence supporting the proposition A can be represented by a basic belief assignment.
Definition 1. Let X be a universal set and A be any subset of X, a basic belief assignment (BBA,
also called an m-function), which assigns a number (called mass or belief mass) in [0, 1] to an
element in the power set 2X (which is the set of all subsets of X including X and ), and satisfies:
m() = 0,
(2.1)
m(A) = 1.
(2.2)
AX
The condition (2.1) states that no belief mass should be assigned to the null set, and it implicitly
assumes that the true value of X is included in the universal set X, which is called the closed-world
assumption. The condition (2.2) states that the sum of the belief masses over all the subsets is unity,
and it implies that ones total belief has measure one, which makes it more convenient to partition
ones belief among different propositions. Hereafter we use m-function and BBA interchangeably.
Note: Smets TBM model[103] has an open world assumption, i.e., it does not satisfy the
condition (2.1), in which case X might not contain the true value. In Shafers view [99], The
choice between an open world and a closed world does not enter into the general theory of belief
functions; it is a choice we make when we set up the frame of discernment for a particular problem.
By including an element in X that is not impugned by any of our items of evidence, we forestall
any normalization. To simplify the situation, we assume that the true value is inside the universal
set.
Remark: The m-function is not a probability density function (PDF) for the following reasons.
1. An m-function assigns mass to sets while the traditional probability theory assigns probability
to singletons (set of single points).
2. The additivity property m(A1 ) + m(A2 ) = m(A1 A2 ) (A1 , A2 X) may not hold for an
m-function while it holds for the probability measure.
3. Monotonicity m(A) m(B) if A B may not hold for an m-function.
The element A X is called a focal element if m(A) 6= 0. The union of all the focal elements
is called the core of an m-function, denoted by . The m-function measures the portion of belief
committed exactly to A and to no proper subset of A. Since the true value lying in the subset of
A implies that the true value also lies in A, the total support (total degree of belief) for A should
also include the support for subsets of A. As a result, adding m(B) for all B A together gives
the total belief committed to A: Bel(A). Bel is a belief measure that maps the power set 2X to
the unit interval and is defined as follows:
Bel(A) =
m(B).
(2.3)
BA
The definition of the belief function is illustrated by the Venn diagram (Fig. 2.1(a)) showing
the set A and its subsets B1 , B2 , and B3 . m(B1 ), m(B2 ), and m(B3 ) also support that the true
value of the quantity of interest is in A.
(a)
(b)
Figure 2.1: Venn diagrams: (a) The set A with subsets, (b) The set A with intersecting sets.
Belief functions measure the strength of evidence supporting propositions and have the following
properties [97].
1. Boundary conditions: Bel() = 0, Bel(X) = 1.
2. Superadditivity: for any A, B X, we have:

Bel(A B) Bel(A) + Bel(B) Bel(A B)
(2.4)
Specifically, Bel(A) + Bel(A) 1, where A is the complement of A. A dual measure of belief

related to what extent one believes its negation A is defined as
P l(A) = 1 Bel(A)
(2.5)
This dual measure is called plausibility function (P l : 2X [0, 1]). It measures the maximum
possible strength of evidence supporting a proposition A. It can also be calculated by adding m(B)
for all the B A 6= .
P l(A) =
m(B).
(2.6)
BA6=
The definition of plausibility is graphically explained with Fig. 2.1(b), which shows that if B1
and B2 are two sets intersecting A, m(B1 ) and m(B2 ) also support that it is possible for the true
value of the quantity of interest to fall in A. Belief, plausibility and m-functions are equivalent in
the sense that any two can be deduced from the third.
Figure 2.2: Belief and Plausibility of a proposition A.
The formulas 2.3 and 2.6 indicate that Bel(A) P l(A). Figure 2.2 illustrates graphically that
Bel(A) P l(A), Bel(A) + Bel(A) 1. The gray area describes the epistemic uncertainty in the
proposition A, and [Bel(A), P l(A)] can be viewed as the range of possible strength of support for
the proposition A. Compared to the superadditivity of the belief function, probability theory has
= 1, i.e., the epistemic uncertainty represented by the gray area of
strict additivity: P (A) + P (A)
Fig. 2.2 disappears. Thus probability theory is natural for quantifying aleatory uncertainty, and
DS theory is natural for quantifying both aleatory and epistemic uncertainty.
In the current work, the universal set is assumed to be either a finite set or a finite interval with
a finite number of subintervals as the focal elements. For example, the interval X = [a, b] is the
universal set. Three subintervals 1 , 2 and 3 are focal elements with m(1 ) = 0.4, m(2 ) = 0.3 and
m(3 ) = 0.2, and the remaining partial belief 0.1 is assigned to the universal set X, i.e., m(X) = 0.1
as illustrated in Fig. 2.3.
Figure 2.3: An m-function and the focal elements.
As the belief function can be defined in terms of the basic belief assignment (2.3), the degrees
of belief associated with focal elements are obtained:
Bel(1 ) = 0.4, Bel(2 ) = 0.3, Bel(3 ) = 0.2, Bel(X) = 1.
(2.7)
The belief functions are constructed or updated at the credal level (where the belief function is
used to quantify the uncertainty). However, to make decisions, Smets [103] observed that one might
need to transfer the belief structure into a probability function. Under the assumption of |X| < ,
Smets [103, 104] defined the associated pignistic probability distribution BetP : X [0, 1] for a
belief function Bel as
BetP(x) =
xA,AX
m(A)
, x X,
LA
(2.8)
where LA is the cardinality of the set A, i.e., LA = |A|. For A taken as a finite interval, LA is
defined as its length.
Remark: While a unique pignistic probability function BetP is derived from a belief function,
the inverse statement does not hold, i.e., we can not obtain a unique belief function from a pignistic
probability function.
10
Analogous to the cumulative distribution function in probability theory, Oberkampf, Helton and
Sentz [79] introduced the concepts of cumulative belief function (CBF) and cumulative plausibility
function (CPF) or a complementary cumulative belief function (CCBF) and a complementary
cumulative plausibility function (CCPF). The concepts extend probabilistic risk assessment where
the probability of high-end risk range is displayed. CBFs and CPFs (CCBFs and CCPFs) are
used to display the belief and plausibility of high-end risk range while the risk distribution is
non-probabilistic. Independently, Yager [119] proposed identical concepts called belief cumulative
distribution functions. Here we introduced Oberkampfs definition:
CBF (x) = Bel(X x),
(2.9)
CP F (x) = P l(X x),
(2.10)
CCBF (x) = Bel(X > x),
(2.11)
CCP F (x) = P l(X > x).
(2.12)
Remark: Given the belief function, all the CBF, CPF, CCBF, CCPF are obtained uniquely.
However, the inverse does not hold, i.e., given a CBF and a CPF, we can not get a unique belief
function [119].
2.1.2
Special Belief Functions
There are numerous types of m-/belief functions relevant to different scenarios [106]. Here we
only consider the following special m-/belief functions.
1. Vacuous m-/belief function.
The aim of the DS theory is to model ones degree of belief from the currently available
information [103]. The extreme case would be to represent total ignorance (no evidence
supports any specific propositions) with a vacuous m-/belief function.
Definition 2. An m-function or belief function is called a vacuous m-/belief function if
(a) Bel(A) = 0 where A X and A 6= X,
(b) Bel(X) = 1.
In this case, m(A) = 0 for all A 6= X and m(X) = 1; P l(A) = 1 and P l(X) = 1. Recall
that in probability theory, the uniform distribution is used to represent total ignorance, but
it may lead to conflicting results as shown by Shafer [97]. Thus the vacuous belief function
in the DS theory is more suitable to represent total ignorance.
11
2. Bayesian m-/belief function.

Definition 3. An m-function or belief function is called the Bayesian m-/belief function if
Bel(A B) = Bel(A) + Bel(B) where A, B X and A B = .
Remark: All the focal elements of a Bayesian belief function are singletons. A Bayesian belief
function with finite universal set is a probability measure. It is suitable to deal with aleatory
uncertainty in the information.
3. Concave m-function.
When the quantity of interest takes real-number values, the m-function is constructed on the
real line. It is natural and convenient (in the sense of decision making) to assume that the
m-function representing one body of evidence has one and only one maximum. We call this
type of m-function concave m-function and define it as follows.
Definition 4. Suppose P = {A1 , A2 , ..., Al } is a uniform partition of a finite interval X (i.e.,
X = i Ai , Ai Aj = for any 1 i, j l, and |Ai | = for 1 < i < l). Then an m-function
defined over the universal set X is a concave m-function if:
(a) P l({x}) = m(Ai ) + m(X) for all 1 i l and x Ai .
(b) x X such that P l({x}) P l({x + }) for x x and P l({x}) P l({x }) for
x x , where > 0.
1
0.8
0.6
0.4
0.2
0
4
Figure 2.4: Concave m-function.

Figure 2.4 shows an example of a concave m-function. A concave m-function has the following
characteristics: i) the subinterval length , which indicates how specific is the support of
evidence for a given proposition (Def. 6 below); the smaller the length is, the more specific
the evidence is; ii) the total range of the m-function (T otal = (l 2) + LA1 + LAl ), i.e.,
12
the core of the m-function (the union of all the focal elements of the m-function); the smaller
T otal is, the more focused is the contribution of uncertainty source; and iii) the maximum
mass mmax , which indicates the degree of belief that favors a certain subinterval over all
others; larger mmax (A) shows more confidence in the proposition that the true value of X is
in A.
Remark: The focal elements can be intersecting, nested, or disjoint. They also can be of
different size. In our work, however, for practical purposes, the focal elements (except the
left-most and right-most subintervals) are consecutive intervals with uniform size .
So far we discussed the properties of some special m-/belief functions, which represent and
quantify uncertainty in a body of evidence. In what follows, we discuss the measures that ascertain
the quality of a given body of evidence in terms of discordance and the degree to which the evidence
points to the special element of interest.
2.1.3
Entropy and Specificity
Yager [120] defines two measures entropy and specificity to assess the quality of evidence.
Definition 5. If Bel is a belief function over the power set 2X with the corresponding basic belief
assignment, m, and plausibility function, P l, then the entropy of Bel is defined as [120]
Em =
m(A)ln(P l(A)).
(2.13)
AX
If the belief function is a Bayesian, the definition of Em becomes Shannons entropy [120]. The
entropy measures the dissonance in the evidence. The Bayesian structure, which is of a highly
dissonant type, has a high entropy value.
Definition 6. If Bel is a belief function over the power set 2X with the corresponding basic belief
assignment m, then the specificity measure of Bel is defined as [120]
Sm =
AX,A6=
m(A)
,
LA
(2.14)
where LA is the number of the elements in the set A, i.e., LA = |A|. If A is a finite interval, LA
is the interval length.
Specificity relates to the degree to which the evidence is pointing to a specific element. That the
plausibility structure is closer to the belief structure indicates that the evidence is more specific.
13
Consequently, the belief function would have larger Sm. If X is a finite set, then 1/|X| Sm 1.
The Bayesian structure has identical plausibility and belief, thus gets the highest specificity value
(Sm = 1), while the vacuous belief structure has the most dispersed plausibility and belief, thus
gets the lowest Sm (= 1/LA ). If A is a finite interval, 1/|X| Sm 1/ini (ini : minimum
possible/desirable subinterval length). The belief structure with focal elements Ai where LAi = ini
for 1 i l gets the highest specificity value, while the vacuous belief structure gets the lowest.
Note: ini is situation-dependent and decided subjectively. For example, if the arrival time of
an aircraft is the quantity of interest, 1 minute is chosen as the minimum possible/desirable length.
Entropy and specificity can be used to compare the quality of two bodies of evidence. Lower
entropy and higher specificity indicate less uncertainty with which the evidence supports a unique
outcome. However, in general, belief functions with low entropy would have low specificity too, i.e.,
these two concepts conflict and one has to consider the trade off between them.
Entropy and specificity measures assess the quality of a given body of evidence. While these
measures may be used to compare two m-functions, they do not reflect on the similarity/dissimilarity
between the two bodies of evidence. To explore this aspect for the comparison purpose, we consider
next the distance concept in metric space to define similarity/dissimilarity between two bodies of
evidence.
2.1.4
Distance Between Two m-functions
Jousselme, Grenier and Bosse [50] proposed a concept of distance between two basic belief
assignments, which represent two distinct bodies of evidence. It provides a measure of dissimilarity
between the two belief structures.
Definition 7. Let m1 and m2 be two m-functions on the same universal set X, containing N
mutually exclusive and exhaustive hypotheses. The distance between m1 and m2 is [50]:
r
1
dJou (m1 , m2 ) =
~1m
~ 2 ),
(m
~1m
~ 2 )T D(m
2
(2.15)
where m
~ 1 and m
~ 2 are the vector forms of the m-functions m1 and m2 , D is an 2N 2N matrix
whose elements are
where A, B X.
T
|A B|
S ,
D(A, B) =
|A B|
14
(2.16)
We use binary ordering in Smets Matlab programs [105] to get the vector form of an m-function,
m
~ (|m|
~ = 2N where N = |X|). For example, let X = {1 , 2 , 3 }, the binary ordering of the subsets
is shown in Table 2.1.
Table 2.1: The binary ordering of the subsets of X.
The subsets
{1 }
{2 }
{1 , 2 }
{3 }
{1 , 3 }
{2 , 3 }
X
Binary
000
001
010
011
100
101
110
111
Decimal
0
1
2
3
4
5
6
7
index
1
2
3
4
5
6
7
8
With m({1 }) = 0.6, m({2 }) = 0.1, m({1 , 3 }) = 0.3, the vector form of m is
m
~ = [0 0.6 0.1 0 0 0.3 0 0].
(2.17)
Jousselmes distance measure satisfies the following properties:

1. Nonnegativity: dJou (m1 , m2 ) 0.
2. Nondegeneracy: dJou (m1 , m2 ) = 0 m1 = m2 .
3. Symmetry: dJou (m1 , m2 ) = dJou (m2 , m1 ).
4. Triangle inequality: dJou (m1 , m2 ) dJou (m1 , m3 ) + dJou (m3 , m2 ).
Note: There are a number of measures in the literature to measure the dissimilarity between
two m-functions [50, 111, 62, 15, 85, 18, 23, 51]. An excellent review of the subject may be found
in Jousselme and Maupin [51]. In the present work, Jousselmes distance [50] is adopted since it is
a representative distance, which considers the interaction between focal elements and satisfies the
afore-mentioned properties [51].
After discussing how to compare two m-functions, we next discuss rules to combine two mfunction, which are critical for data fusion.
15
2.1.5
Combination Rules
Dempsters rule of combination.
Suppose two distinct bodies of evidence are encoded
in two m-functions: m1 with focal elements Ai (1 i n1 ) and m2 with focal elements Bj

(1 j n2 ). Then the conjunctive sum of m1 and m2 is defined as:
m (C) =
m1 (Ai )m2 (Bj ),
(2.18)
m1 (Ai )m2 (Bj ),
(2.19)
Ai Bj =C
m () =
Ai Bj =
where C X, C 6= . It is possible that m () > 0, which violates the requirements of basic

belief assignment (the close world assumption). Dempsters rule of combination (hereafter, we
use Dempsters rule of combination and Dempsters rule interchangeably) discards the belief mass
committed to and inflates m (C) by multiplying them by a factor K =
1
1k
(where k = m ())
such that the sum of the masses of the subsets is equal to unity. Dempsters rule is defined as an
orthogonal sum:
m1 m2 (C) =
m (C)
.
1 m ()
(2.20)
The orthogonal sum of Bel1 and Bel2 can be deduced from m1 m2 . It is applicable when
mcap () 6= 1. Shafer defined log(K) as the weight of conflict [97].
Here is an example of illustrating Dempsters rule of combination.
Example 1. Two experts provide information on weather tomorrow. One expert thinks that it will
be rainy(r) with 60% chance, cloudy(c) with 30% chance and sunny(s) with 10% chance tomorrow.
The other expert says that it will be rainy with 40% chance, cloudy with 50% chance and sunny
with 10% chance.
Suppose the two experts made their conclusions based on two independent models. Dempsters
rule of combination can be applied to combine the two opinions.
Let X = {r, c, s} and two m-functions m1 and m2 correspond to two distinct bodies of evidence
from two experts. Let R = {r}, C = {c}, S = {s}, m1 and m2 are defined as follows
m1 (R) = 0.6; m1 (C) = 0.3; m1 (S) = 0.1;
m2 (R) = 0.4; m2 (C) = 0.5; m2 (S) = 0.1;
16
Combine m1 and m2 to get m using the Eqs. (2.18)-(2.19)

m (R) = m1 (R) m2 (R) = 0.24,
m (C) = m1 (C) m2 (C) = 0.15,
m (S) = m1 (S) m2 (S) = 0.01,
m () = 1 (m (R) + m (C) + m (S)) = 0.6.
The combined m-function is
m(R) = m (R)/(1 m ()) = 0.6,
m(C) = m (C)/(1 m ()) = 0.375,
m(S) = m (S)/(1 m ()) = 0.025.
Notice that m(R) = max{m1 (R), m2 (R)} and m(S) < min{m1 (S), m2 (S)}, which indicate that
Dempsters rule emphasizes the agreement between the sources of information.
Combination Rules.
Dempsters rule is well justified [106] and easy to understand; how-
ever, it may produce counterintuitive results when combining strongly conflicting information from
different sources (consequently strongly conflicting BBAs) as is the case in Zadehs example [124].
Example 2. (Zadehs example) Two m-functions are constructed on the universal set: X =
{1 , 2 , 3 } to represent two independent sources of information respectively,
m1 : m1 ({1 }) = 0.9; m1 ({2 }) = 0.1; m1 ({3 }) = 0.
m2 : m2 ({1 }) = 0; m2 ({2 }) = 0.1; m2 ({3 }) = 0.9.
Using Dempsters rule:
m ({1 }) = 0; m ({2 }) = 0.01; m ({3 }) = 0; m ({}) = 0.99.
After normalization, we have:
m({1 }) = 0; m({2 }) = 0; m({3 }) = 1.
The combined result with Dempsters rule shows k = 0.99 and m({2 }) = 1, i.e., 2 happens
for sure. However, both sources of information indicate that it has very little possibility for 2
17
to happen. Therefore the result produced by Dempsters rule is counter-intuitive. To resolve the
problem, numerous alternative combination rules have been proposed over the last few decades
[117, 48, 104, 27, 126, 32, 96].
(a) Most of the combination rules share the same basis the conjunctive sum.
1 Smets unnormalized conjunctive rule [104].
Smetss transferable belief model (TBM) has an open-world assumption, i.e., allowing
non-null mass to be assigned to the empty set. As a result, no normalization is necessary.
mSmets (C) = m (C), C X
2 Yagers rule [117, 118].
Yager proposed an alternative combination rule with a quasi-associative operation:
mY ager (C) = m (C), C X
mY ager (X) = m (X) + m ()
Yagers rule assigns m () to the universal set. According to Smets [106], it enhances
the users state of confusion, thus of ignorance, induced by the two highly conflicting
pieces of evidence.
3 Inagakis combination rule [48].
Inagaki defined a continuous parametrized class of combination operations, which assigns
fractions of m () to the focal elements proportionally:
mIKI (C) = (1 + m ())m (C), C X, C 6= , C 6= X,
mIKI (X) = (1 + m ())m (X) + (1 + m () )m (),
mIKI () = 0,
1
with 0 1m ()m
.
(X)
With Inagakis combination rule, for any subsets C, D 6= X, ,
mIKI (C)/m (C) = mIKI (D)/m (D).
(2.21)
The parameter controls the portion of m () reassigned to the universal set, and it
directly affects the value of the combined m-function. For = 0, Inagakis combination
rule reduces to Yagers rule, while for = 1m1 () , it becomes Dempsters rule. However,
how to choose the optimal value for is an open and critical research problem [48].
Note: Inagaki also proposed a more general combination rule without the constraint
(2.21), which involved 2|X| 1 (|X| is the cardinality of X) undetermined parameters
18
(weighting factors). Lefevre, Colot and Vannoorenberghe [60] proposed an automatic

learning of weighting factors by minimizing the mean square error between the pignistic
probability and the membership indicator (which required a training set). In the present
work, we consider Inagakis combination rule with a single parameter , and propose an
approach to optimize the parameter without any further information.
(b) Dubois and Prade [27] introduced the disjunctive sum without the issue of positive m (),
which however exacerbates the uncertainty.
m (C) =
Ai Bj =C
m1 (Ai )m2 (Bj ), C X.
(2.22)
(c) Some combinations of the conjunctive sum and the disjunctive sum were proposed as new
combination rules [27, 32, 96].
1 Dubois and Prades second rule [27].
X
mDP (C) = m (C) +
Ai Bj =C,Ai Bj =
m1 (Ai )m2 (Bj ), C X.
(2.23)
Dubois and Prades second rule distributes k = m () into the union of focal elements
involved in the conflict.
2 Floreas robust combination rule [32].
Florea et al. proposed a weighted sum of conjunctive and disjunctive sums.
mF lorea (C) =
1
[1 m (C) + 2 m (C) + 3 ], C X,
Nc
(2.24)
where Nc is normalization factor; 1 and 2 are functions of m (), and the functions
are specified in advance such that the disjunctive sum dominates if m () is large, while
the conjunctive sum dominates if m () is small; 3 controls the distribution of m ()
to the elements.
Remarks: The requirement of distinctness/independence of sources originated from Dempsters
[22] requirement for the combination rule. According to Dempster, opinions of different people
based on overlapping experiences could not be regarded as independent sources; different measurements by different observations on different equipment would often be regarded as independent.
Smets [106] defined distinctness mathematically analogous to the definition of independence in probability theory. However, the judgment of independence/distinctness of sources is quite subjective.
In this work, we assume all the information sources are distinct.
19
2.2
The Applications and the Challenges
The existing tools of the DS theory must be customized to applications and new tools need
to be developed to bridge the theory and reality. The applications of the DS theory in scientific
and engineering area may broadly be divided into two categories: uncertainty quantification and
propagation in simulations and data fusion. They correspond to the two basic ideas in the DS
theory: i) assigning a belief measure (analogous to a PDF) to a quantity of interest; and ii)
combining such belief functions from independent bodies of evidence using combination rules.
Accurate simulation results are critical for predictions and decision support as well as design and
optimization. Mathematical modeling and simulation process involves approximations at various
stages, which consequently entails uncertainties (both aleatory and epistemic uncertainties). The
total uncertainty in simulation, in principle, can be decomposed into model uncertainty, parametric
uncertainty and discretization error (deterministic). Model uncertainty is from the approximation
of real physics, abstraction from the real phenomenon. It is epistemic uncertainty as it can be
reduced with improving knowledge of the physics of the system under consideration. Parametric
uncertainty comes from the uncertain nature of inputs and model parameters. It can be treated with
probabilistic approaches if PDFs for inputs/parameters are known. In real-world problems with
intertwined contributions from all uncertainty sources, it is difficult, if not impossible, to analyze
the different types of uncertainties in isolation. The total uncertainty involving both aleatory and
epistemic uncertainties needs to be treated together.
The probabilistic methodologies for aleatory uncertainty quantification are well developed, such
as the sampling method, polynomial chaos [114, 116] and stochastic collocation method [71]. The
DS theory of belief functions is most natural to serve as a framework for processing evidential
information where PDFs can not be specified (since belief measures the strength of the arguments
we have in favor of the hypothesis instead of the chance that it is true [84]). For example, one
witness says I think B is true but I am only 20% sure. The DS theory is able to encode the evidence
with one single belief function directly; however, it is not possible to represent it using probability
theory directly. Probability theory needs extra assumptions on incomplete information to make a
complete probabilistic model; the DS theory avoids assumptions on PDFs, but compromises on its
answers: instead of having a single probability density function, it will provide dual measures (belief
and plausibility measures). It is not straightforward to construct m-, belief or plausibility functions
20
to represent the epistemic/mixed type of uncertainty. One may use any one of them to encode the
evidence and determine the other measures for probable reasoning due to the equivalence of these
three measures. The choice is based on the convenience. But m-functions are more often used to
encode evidence because they represent the portion of belief committed to exactly one proposition,
no summation involved. The construction of m-functions from evidence is an open issue. There is
no general approach to formalize the procedure. It depends on the problem and the evidence.
The other application of the DS theory is data fusion. Data fusion techniques combine data
from multiple models, sensors, institutes, etc., to achieve more specific and more accurate inference
than the use of a single data source. For example, in medical imaging [10], fusion is capable of
eliminating uncertainty and inaccuracy in the information obtained from a single image and the
fused image is more suitable for the doctor to interpret; in radiotherapy data fusion [17], it is
reasonable to believe that the fused diagnoses from different institutes would be more accurate
than the one from a singe institute. Uncertainty in each source of information can be represented
with a belief function, and naturally combination rules are adopted for data fusion. However, before
using any combination rule, the first question we need to ask is whether the combining sources are
fully reliable? If not, how should one decide and incorporate their reliabilities in the combination
procedure? These questions are addressed in the context of radiotherapy data in Chap. 4.2.
21
CHAPTER 3
UNCERTAINTY QUANTIFICATION,
UNCERTAINTY PROPAGATION AND DATA
FUSION
Some mathematical theories of uncertainty quantification are probability theory, interval analysis,
and the DS theory. If the uncertain variable Y is a random variable, then it is amenable to
the traditional probability theory approach and the associated probability density function can be
determined from sufficiently large amount of data available. If Y is uncertain but non-probabilistic,
then it is quite possible to describe the uncertainty in Y by upper and lower bounds based on the
limited available information and the concepts of interval analysis can be applied. If the information
associated with the uncertain variable Y is insufficient for a probabilistic treatment, but richer
than an interval can characterize, the belief function in the DS theory is utilized for uncertainty
quantification. Belief functions are normally constructed either from experts opinions, or from
statistical information such as observations. However, the construction process is not always clear
for a given problem. In this work, we propose a way of construction of a belief function on a finite
data set (see Sec. 3.1.1), which is especially applicable to uncertainty quantification in simulation
output given observed data.
Suppose Y is the output of a complex system modeled by Y = f (x1 , x2 , ..., xM ), where f can be
a system of algebraic equations, ordinary differential equations (ODE), partial differential equations
(PDE), or even a black box. If the PDFs of x1 , x2 , ..., xM are available, then the PDF of Y can be
obtained using aleatory (probabilistic) uncertainty propagation approaches (see Sec. 3.2.1); if the
upper and lower bounds of x1 , x2 , ..., xM are available, then the upper and lower bounds of Y can be
obtained using interval analysis approach [75]; if the belief functions of x1 , x2 , ..., xM are available,
then the belief function of Y can be obtained using epistemic uncertainty propagation approach (see
Sec. 3.2.2). In this work, we focus on the approach to treat mixed type of uncertainty propagation
with PDFs associated with random variables and belief functions associated with uncertain nonprobabilistic variables.
22
It is possible to have multiple models available for the same quantity of interest Y from different
sources of evidence. From each model, a belief functions is obtained for the output Y using
uncertainty quantification/propagation approaches. Then the belief functions from all the models
can be combined together to obtain a single belief function using some combination rule in the DS
theory. The combined belief function can help to achieve a more specific and accurate inference for
the output Y .
Prior to uncertainty propagation and data fusion, uncertainty quantification, i.e., constructing
belief functions to represent the uncertainty in the information associated with inputs, is discussed
below.
3.1
Uncertainty Quantification
Quantifying the uncertainty in a body of evidence in the framework of DS theory is to construct

m-/belief functions assigning belief masses to propositions such as the target element is in the
subset A. At present, there is no formal way to assign belief masses to propositions for a given
body of evidence. Now we propose a formal way the MinMax method to construct m-functions.
3.1.1
The MinMax Method
The MinMax method is specifically designed for constructing m-functions on the real line from
a finite data set. Before describing the MinMax method, we discuss the principles of uncertainty,
which must be appropriately satisfied while partial knowledge is encoded in an m-function.
Principles of Uncertainty.
The principle of maximum uncertainty ensures using all in-
formation available but making sure that no additional information is unwittingly added [55].
Essentially, it is the same idea as the principle of maximum entropy in information science [55].
The principle of maximum uncertainty suggests that in order to set up a probability distribution
that honestly represents a state of incomplete knowledge, one has to maximize the uncertainty
subject to all the information one has. It is applicable when PDFs are constructed to represent
the partial knowledge. The principle of maximum uncertainty guarantees the recognition of the
ignorance and the PDF that satisfies this principle is maximally noncommittal with regard to the
assumed information, which is not contained in the partial knowledge. On the other hand, the
23
principle of minimum uncertainty is used when some of the initial information is inevitably reduced in the solutions to various degrees [55]. It can be expressed as using as much information
we have as possible, i.e., making the reduction of information in solutions as small as possible.
When a belief function is constructed on the real line to represent the partial knowledge (a finite
data set), no additional information is added, but some information may inevitably be lost. The
principle of minimum uncertainty requires that this loss is minimized, thus we should obtain the
belief function with the minimum increase of uncertainty (i.e., with minimum uncertainty subject
to the available information).
Lower entropy and higher specificity indicate less uncertainty with which the evidence supports
a unique outcome [120]. Following the principle of minimum uncertainty, we propose the MinMax
method, which minimizes entropy and maximize specificity, to construct an m-function for a given
finite data set. The objective function is
J(m) = Em(m) + Sm(m), > 0,
(3.1)
where Em and Sm are entropy and specificity, respectively, defined in Sec. 2.1.3, and the positive
parameter controls the trade off between entropy and specificity.
Constraints on the m-Function.
Given a finite set S = {y1 , y2 , ..., yN }, a single finite
interval Y = [mini {yi }, maxi {yi }] on the real line can be always specified to include all the possible
values of Y currently available. One can always construct an m-function with the interval Y as
the only focal element, where m(Y) = 1. This leads to a vacuous belief function Bel(A) = 0 for all
A Y, A 6= Y and Bel(Y) = 1, which is the least informative. On the other hand, the evidence
may favor a specific subset of Y. Therefore it is reasonable to construct a belief function carried by a
partition P of the interval Y, i.e., belief masses are assigned to the disjoint subintervals A1 , A2 , ..., Al
where li=1 Ai = Y. Here, for practical purposes, Y is divided into uniform subintervals with interval
length and with Y = 0 being a boundary of one of the subintervals. The left-most and rightmost subintervals may have lengths different from . Each yj will support one of the subintervals
A1 , A2 , ..., Al . An example is shown in Fig. 3.1 with subinterval length = 2 and the universal
set Y = [6, 6].
The m-function is defined as m(Ak ) = nk /N (1 k l), where nk is the number of yj s inside
the subinterval Ak and N is the total number of possible values of Y (i.e., |S|). If N is small, or if
24
Figure 3.1: Consecutive intervals as focal elements.
is small, the distribution of yj s may be scattered: unsupported subintervals may alternate with
supported ones producing more than one local maximum. A scattered distribution yields little, if
any, useful information. For the purpose of the present work, the most useful distributions would be
the concave m-functions, i.e., with one subinterval with the maximum evidence support and with
the evidence to support subintervals on both sides of this subinterval monotonically decreasing.
While constructing a concave m-function, we consider T OL N number of yj s in the tails of
distribution as noise so that the fluctuations do not influence our choice of , where T OL is the
tolerance of noise to be specified in advance.
The MinMax Method.
Since the basic belief assignment, m, is a function of , the objective
function 3.1 becomes

J(m()) = Em(m()) + Sm(m()),
(3.2)
and the MinMax method minimizes this objective function with respect to
opt =
arg max
0<=jini max
{Em() + Sm()},
(3.3)
where ini {1, 0.1, 0.01, 0.001, 0.0001, ...} is the minimum desirable length of the subintervals
(which can be considered as the tolerance for the accuracy of the prediction results) to be specified in
advance. Smaller ini indicates less tolerance for the accuracy, and it requires more computational
time to solve the optimization problem. The initial values of the parameters , max and T OL
are chosen as follows.
1. The parameter .
Our experiments show that opt has bi-valued end behavior with respect to , i.e., opt
ini for large and opt max for small . Since large (small opt ) gives a scattered
distribution, which is not quite informative, we take small (large opt ). How small should
be? It depends on the data set S. Here we take 0.2.
25
2. The upper bound of the subinterval length max .

max is chosen so that the concave m-function with the smallest subinterval length is obtained
as the optimal solution.
3. The parameter T OL, which controls the noise level.
Since the partial belief supporting the fluctuations (noise) is reassigned to the universal set,
the consideration of part of the data set as noise does not deleteriously influence the results
but just adds to the uncertainty. The choice of T OL is subjective. Here we take T OL = 5%.
The procedure of the MinMax method is defined as follows:
1. Specify the initial values of the parameters ini , , T OL.
2. Consider a new set S = S {noise} (where {noise} S is a set of N T OL data points in
max{S}]
and set j = 1.
the tails of the distribution), let Y = [min{S},
3. Set max = j ini and solve the optimization problem (3.3) for opt . (Note: The values
of the objective function (3.2) are calculated for all ini max and the chosen opt
corresponds to the minimum value.)
4. Specify the partition P of Y, i.e., the consecutive disjoint subintervals Ak (1 < k < lj ) with
min{A2 }] and Al = [max{Al 1 }, max{S}]).
length opt (A1 = [min{S},

The m-function is
j
j
calculated as
m(Ak ) = nk /N,
(3.4)
m(Y) = T OL.
(3.5)
5. Stop if a concave m-function is obtained; otherwise go to Step 3 with j = j + 1.

Remark:
1. Existence.
It is not guaranteed that a concave m-function with < Y can be found all the time, where
Y is the universal set.
2. Uniqueness.
The uniqueness of the belief function representing the uncertainty in a given data set is still
an open issue.
26
3.1.2
Illustration of the MinMax Method on a Simple Example
We consider an example data set S = {yj }N

j=1 (with size N = 1000) constituting samples from
a Gaussian distribution N (0, 1) as the available information about the uncertain variable Y . We
construct an m-function on the data set using the MinMax method, and analyze its characteristics
as a function of the parameter ini and the number of samples N .
Note: In general, the only available information for Y is the finite data set S no matter whether
Y is probabilistic or non-probabilistic. If Y is non-probabilistic, either epistemic uncertainty or
inseparably mixed aleatory and epistemic uncertainty is involved in the evidence the data set S,
an m-function is appropriate to represent the uncertainty; otherwise if Y is probabilistic, since only
a finite number of samples are available, inseparably mixed aleatory and epistemic uncertainty is
involved in the evidence the data set S, an m-function is appropriate to represent the uncertainty.
Later separable mixed aleatory and epistemic uncertainty will be studied in Sec. 3.2.4.
Construction of the m-Functions.
The m-function with ini = 0.00001 is constructed for
the data set with N = 1000 (Fig. 3.2(a)). It shows that the quantity of interest Y falls inside the
interval Amax = [0.34837, 0] with the maximum degree of belief Bel(Amax ) = m(Amax ) = 0.123.
To consider the possibility of Y less than a fixed value, for example Y < 0.5, the CBF and CPF
are constructed (Fig. 3.2(b)). It shows that the possibility of the proposition Y (, 0.5) being
true is bounded by CBF (0.5) = 0.608 and CP F (0.5) = 0.777.
The Characteristics of the m-Functions with respect to the Initial Subinterval
Length and the Number of Samples.
The characteristics, entropy and specificity of the
m-functions constructed from one data set S (|S| = 1000) are shown in Table 3.1 in detail. From
the results, one can observe that as ini decreases (i.e., log10 ini increases), the difference between s approaches zero. Consequently, the differences between the intervals with the maximum
belief masses, the maximum masses, entropies and specificities are also approaching zero. This
phenomenon is observed for any given data set in our experiments.
The characteristics, entropy and specificity of the m-functions with respect to the number
of samples N are considered next. As explained earlier, the m-function represents the current
information. When new information becomes available, if both the previous information and the
new information are fully reliable and consistent with each other, it is reasonable to expect the
belief structure to approach the real distribution of Y as N increases. However, the previous and
27
0.3
Belief mass
= 0.34837
0.2
0.1
Amax
0
1.95866
0
y
(a)
1.9567
CBF and CPF
0.8
0.6
0.4
CBF
CPF
0.2
0
y
0.5
(b)
Figure 3.2: Data set S with N = 1000, ini = 0.00001: (a) the BBA, (b) the CBF and CPF.
Table 3.1: The Characteristics of the m-functions with different ini

ini
0.1
0.01
0.001
0.0001
0.00001
0.4
0.36
0.349
0.3484
0.34837
Interval with
max mass
[0, 0.4]
[0.36, 0]
[0.349, 0]
[0.3484, 0]
[0.34837, 0]
The max
mass
0.144
0.126
0.123
0.123
0.123
28
Entropy
Specificity
0.7604
0.7918
0.7986
0.7988
0.7988
2.4067
2.7343
2.7977
2.8000
2.8001
new information (data sets) may not be fully reliable or consistent, and even they are, we may not
have knowledge about the real distribution of Y . Therefore the change of the characteristics of
the m-functions with respect to the sample size N may not be predictable. For example, taking
0.2
Maximum belief mass
Subinterval length
0.4
0.3
0.2
0.1
0
0
10
20
30
40
3
Number of samples N (10 )
0.15
0.1
0.05
0
0
50
10
(a)
Total range maxYminY
4.5
0.2
0.1
10
20
30
40
3
3.5
0
50
10
1.3
14
1.2
12
1.1
10
0.8
20
30
40
3
50
0.9
10
20
30
40
3
(d)
Specificity
Entropy
(c)
0.7
0
50
(b)
0.3
0.1
0
20
30
40
3
2
0
50
(e)
10
20
30
40
3
50
(f )
Figure 3.3: The characteristics of the m-functions with respect to the number of samples
N : (a) subinterval length , (b) the maximum belief mass, (c) the boundary of the
interval with the maximum belief mass, (d) the total range, (e) entropy, (f) specificity.
29
ini = 0.00001, the characteristics of the m-functions with respect to the number of samples N
are shown in Fig. 3.3. As N increases, the subinterval length decreases in general (due to the
one local maximum in the real distribution of Y ), however with oscillations.
3.1.3
Comparison of the MinMax Method and Denuxs Method in a Special

Case
In this section, the belief functions obtained from the MinMax method are compared to the
predictive belief functions proposed by Denux [24, 5], which are suitable for a special case where
the uncertain quantity of interest Y is a random variable with unknown probability PY and a
collection of samples of Y (i.e., YN = {yj }N
j=1 ) is available as the data set.
The Predictive Belief Function.
Suppose F is the collection of the focal elements: Ak (1
k l) and the unions of Ak s, where Ak s are ordered consecutive intervals, and ordered means
that the elements in Ak1 are no larger than the elements in Ak2 if k1 < k2. Let nk be the number
of samples falling inside Ak and
Pk
Pk+ =
a + 2nk Dk
,
2(N + a)
a + 2nk + Dk
,
2(N + a)
where a is the quantile of order 1 of the chi-square distribution with one degree of freedom (for
the degree of freedom l > 2, we take a as the quantile of order 1 /l of the chi-square distribution
with one degree of freedom suggested by Goodman [24]) and
Dk = a(a +
4nk (N nk )
).
N
(3.6)
Let Ak,j denote the union Ak Ak+1 ...Aj , then we have the predictive belief function Bel(Ak,j ) =
P (Ak,j ) and
m(Ak,j ) = Pk , if k = j,
m(Ak,j ) = P (Ak,j ) P (Ak+1,j ) P (Ak,j1 ), if j = k + 1,
m(Ak,j ) = P (Ak,j ) P (Ak+1,j ) P (Ak,j1 ) + P (Ak+1,j1 ), if j > k + 1.
The predictive belief function satisfies:
30
1. A F, Bel[YN ](A) PY (A), i.e., for any > 0, P (|Bel[YN ](A) PY (A)| < ) 1 as
N .
Remark: The belief function constructed with the MinMax method also satisfies the property:
Bel(A) PY (A) as n since Bel(Ak ) = nk /N approaches PY (Ak ) as N goes to infinity.
2. P (Bel[YN ](A) PY (A), A F) = 1 .
Remark: Denux mentioned since we have less information than that in the asymptotic case
(i.e., N ), it seems natural to impose that Bel[Yn ](A) be less committed than PY (A)
as a consequence of the Least Commitment Principle (LCP), i.e., Bel[YN ](A) PY (A).
(Note: According to Smets [102], the LCP formalizes the idea one should never give more
support than justified to any subset of the universal set.) However, the condition 2 is not a
requirement for the MinMax method because it does not require the existence of PY (A).
Results of the Example in Sec. 3.1.2.
The MinMax method specifies the partition of the
universal set, i.e., the disjoint subintervals as the focal elements. Denuxs predictive belief function
(with = 0.05) is derived with the same subintervals and the unions of these subintervals as the
focal elements. Since Denuxs method assigns partial belief to both disjoint subintervals and the
unions of the subintervals, it is difficult to compare belief functions directly (Fig. 3.4(a) shows only
the belief masses of the disjoint intervals). The cumulative belief and plausibility functions from
both the MinMax and Denuxs methods are constructed and compared.
Figure 3.4(b) shows CBF/CPF from the MinMax method, CBF/CPF from the predictive belief
function and the true cumulative distribution function (CDF). One can observe that the predictive
belief function introduces more uncertainty (less specific due to the least commitment requirement).
3.2
Uncertainty Propagation
The uncertainty in modeling and simulation is mainly composed of model uncertainty, parametric uncertainty due to uncertain inputs and numerical discretization error [46]. Model uncertainty
is considered as epistemic (reducible) uncertainty due to incomplete or inadequate knowledge of the
physical system [79]; parametric uncertainty could be considered as aleatory uncertainty associated
with intrinsic variability in the physical system, or epistemic uncertainty due to non-probabilistic
parameters, or mixed type of uncertainties; numerical discretization error is deterministic. In the
present work, we focus on the parametric uncertainty.
31
0.3
BBAMinMax
BBA
Denoeux
Belief mass
0.2
0.1
0
1.95866
0
y
1.95567
(a)
N=1000
1
CBFMinMax
CPF
MinMax
0.8
CBF
Denoeux
CPFDenoeux
CDF
0.6
0.4
0.2
(b)
Figure 3.4: The comparison of the MinMax method and Denuxs method for the data
set S with N = 1000: (a) the BBAs, (b) CDF, CBFs and CPFs.
32
Parametric uncertainty quantification is used to study the impact of uncertain input parameters
on output, it is known as uncertainty propagation. Uncertainty propagation with PDFs available for
the input parameters, can be done using several well-developed probabilistic approaches such as the
Monte Carlo method [49], polynomial chaos (PC) expansion [114, 116] and stochastic collocation
method [71]. However, in practice, PDFs associated with the probabilistic parameters may not
always be available, not to mention the non-probabilistic parameters. Non-probabilistic approaches
of uncertainty propagation need to be explored. The DS theory is natural to serve as a mechanism
for epistemic uncertainty quantification where PDFs cannot be specified [79, 6]. Furthermore, it
is quite possible that both type of uncertainties are involved in the input parameters, in which
case combined probabilistic and non-probabilistic approaches can be implemented to quantify the
mixed type of uncertainties [94, 110]. In this section, coupled polynomial chaos expansion and belief
function will be implemented for uncertainty propagation in quasi-one-dimensional nozzle flow.
3.2.1
Aleatory Uncertainty Propagation Using Polynomial Chaos Expansions
The approach of polynomial chaos expansions has been widely used for aleatory uncertainty
quantification. It originates from the concept of homogeneous chaos introduced by Wiener [114] and
has been generalized to include a class of orthogonal polynomials called Askey-scheme by Xiu and
Karniadakis [116]. Each Wiener-Askey polynomial chaos expansion has the optimal (exponential)
convergence rate for their corresponding stochastic processes [116]. In this section, we introduce
the basics of polynomial chaos expansions for uncertainty quantification.
Spectral Expansion.
Let L2 (, P) be the space of second-order random variables defined
on a probability space (, , P), then [65]

U L2 (, P) satisfies < U, U >= kU k2 < ,
(3.7)
where the inner product for U, V L2 (, P) is defined as:

Z
U ()V ()dP().
< U, V >=
Let L2
(Rd )
(d 1) be the Hilbert space defined on Euclidean space Rd with inner product and
norm defined as
(u, v) =
Rd
u(~x)v(~x)d~x, u, v L2 (Rd ),
(u, u) = kuk2Rd < , if u L2 (Rd ).

33
Let U (~x, ) R be a stochastic process where ~x Rd , d 1 and . U (~x, ) is a random variable in a probability space (, , P) for any fixed ~x, whereas U (, ) is a realization of
the stochastic process for any fixed . Hereafter, we assume that the stochastic process U (~x, )
under consideration satisfies U (~x, ) L2 (, P), ~x Rd and U (, ) L2 (Rd ) almost surely, i.e.,
P(|(U (, ), U (, )) < ) = 1.
The stochastic process U (~x, ) can be represented by a Karhunen-Loeve (KL) expansion according to the spectral decomposition of its correlation function [65]. Suppose the autocorrelation
function of U (~x, ) (~x, ~x Rd ) is
CU U (~x, ~x ) = E[(U (~x, ) E[U (~x, )])(U (~x , ) E[U (~x , )])],
(3.8)
with eigenvalues i (1 2 ...) and eigenfunctions i (~x) (i 1), then the KL decomposition
of U (~x, ) is
U (~x, ) = E[U (~x, )] +
Xp
i i (~x)i (),
(3.9)
i1
where
1
i () = (U (~x, ), i (~x)).
i
(3.10)
The truncated KL expansion (NKL terms) is the optimal approximation of U in the sense that
it minimizes the mean square error. However, the correlation function of the stochastic process,
which has to be known to implement the KL expansion, may not always be available. In this case,
one can implement another spectral expansion the polynomial chaos (PC) expansion, employing
multivariate orthogonal polynomials as the bases.
In the following we introduce the basics of polynomial chaos expansion of a random variable
or a stochastic process, i.e., the construction of the polynomial chaos and the calculation of the
expansion coefficients. Let {i }
i=1 be a set of uncorrelated standard random variables and Hp be
polynomial chaos of order p. Any second-order random variable U () L2 (, P) can be represented
as follows [13, 34, 116]:
U () = u0 H0 +
ui1 H1 (i1 ()) +
i1
X
i2
X
ui1 i2 H2 (i1 (), i2 ())
i1 =1 i2 =1
i1 =1
i1
X
X
ui1 i2 i3 H3 (i1 (), i2 (), i3 ()) + ...
i1 =1 i2 =1 i3 =1
34
(3.11)
The functional Hp was originally proposed as Wiener-Hermite polynomial chaos (with {i }

i=1 as
standard Gaussian distribution) by Wiener [114] and later extended to a set of classical orthogonal
polynomials known as the Askey scheme, which led to the generalized polynomial chaos expansion
[116].
The polynomial chaos expansion (3.11) can be rewritten as follows:
U () =
uj j (),
(3.12)
j=0
where = {1 , 2 , 3 , ....}. Similarly, a random process/field admits the PC expansion

U (x, t; ) =
uj (x, t)j ().
(3.13)
j=0
There are a one-to-one correspondence between the coefficients uj and ui1 i2 ...ip , and a one-to-one
correspondence between the polynomials j () and Hp (i1 (), i2 (), ..., ip ()). The polynomials
j are mutually orthogonal, i.e., < i , j >= 0 when i 6= j. In high dimensional spaces (e.g.,
in N > 1 dimensions), each multivariate functional j () is a tensor product of one dimensional
P i
orthogonal polynomials involving an expansion term with multi-index {aij }N
i=1 ( i aj = p)
j () = Hp (i1 (), i2 (), ..., ip ()) =
(ai ) (i ).
j
(3.14)
For computational purposes, the PC expansion with infinite terms has to be truncated at
dimension N and polynomial order p, yielding a P -term expansion
U P () =
P
1
X
uj j (),
(3.15)
j=0
where the number of expansion terms after truncation is P =
(N +p)!
N !p! .
For example, the polynomial
chaos expansion in the space with two stochastic dimensions can be expressed as
U () = u0 0 + u1 1 (1 ) + u2 1 (2 )
+u3 2 (1 ) + u4 1 (1 )1 (2 ) + u5 2 (2 )
+u6 3 (1 ) + u7 2 (1 )1 (2 ) + u8 1 (1 )2 (2 )
+u9 3 (2 ) + ...
(3.16)
35
The Hermite polynomials for the second-order expansion in the space with two stochastic dimensions are
0 () = 0 = 1
1 () = 1 (1 ) = 1
2 () = 1 (2 ) = 2
3 () = 2 (1 ) = 12 1
4 () = 1 (1 )1 (2 ) = 1 2
5 () = 2 (2 ) = 22 1.
Note: The Askey-scheme provides optimal bases for different continuous probability distribution
types, and the optimality comes from the orthogonality of the bases with respect to weighting
functions, which correspond to the probability density functions of the continuous random variable
in standard form [116]. For non-Askey types of distributions, one can either implement a nonlinear
variable transformation from the given random variable to an Askey type distribution such that
the Askey bases can be applied (it is effective but degrades the convergence rate), or generate the
orthogonal polynomials for the given random variable numerically (it is optimal but still a topic of
ongoing research for correlated random variables) [29].
Due to the orthogonality of the polynomial basis, the deterministic coefficients uj (0 j P 1)
in the PC expansion can be calculated by projecting U () on each stochastic basis using the inner
product.
< U, j >
1
= 2
uj =
2
j
j
U j (())dP().
(3.17)
Notice that the calculation of each coefficient in (3.17) involves a multidimensional integral over
the stochastic space. A sampling approach (Monte Carlo simulation) for the integral evaluation
is simple to implement, independent of the dimension of space, but it has slow convergence rate;
tensor product quadrature for integral evaluation has significant efficiency improvements in the
low dimensional case, however, it suffers from the curse of dimensionality since the number of
cubature points increases exponentially as the dimension increases; sparse tensor product spaces
proposed by Smolyak [107] can be considered if the number of random variables is large [115].
36
Stochastic Moments.
Stochastic moments can be calculated from the PC expansion. For
example, the expectation of U (x, t; ) is given by

E[U (x, t; )] E[U P (x, t; )] =
P
X
uj (x, t) < 0 , j >= u0 (x, t).
(3.18)
j=0
The variance U2 is obtained as a weighted sum of its squared PC coefficients

U2
U2 P
= E[(U (x, t; ) E[U (x, t; )]) ] =
P
X
u2j (x, t) < j , j > .
(3.19)
j=1
We have discussed the probabilistic approach for aleatory uncertainty propagation with PDFs
available for the input parameters, and we discuss next the non-probabilistic approach for epistemic
uncertainty propagation when belief functions are available.
3.2.2
Epistemic Uncertainty Propagation Using Evidence Theory
The problem of epistemic uncertainty propagation is simply formulated as follows: Suppose a

~ where Y is the output and X
~ = {X1 , X2 , ..., XM } is a
complex system is modeled by Y = f (X),
vector of uncertain input parameters. Suppose the belief functions Beli (1 i M ) are given
for each input parameter Xi . Specifically, a universal set Xi = [ai , bi ] (1 i M ) includes all
the possible values of Xi . The focal elements are a finite number of subintervals ij = [aij , bij ],
where 1 j Ci and Ci < is the number of focal elements of the belief function Beli .
Uncertainty propagation using the DS theory attempts to find the belief function for the output
~ obtaining the
Y . The procedure includes constructing an M -dimensional belief structure for X,
focal elements for Y , and assigning the belief masses to the focal elements according to the body
of evidence.
~
1. Construct the m-function for X.
The M -dimensional belief structure can be constructed by taking the Cartesian product over
~
all the directions of X.
~ = X1 X2 ... XM .
The universal set is X
Q
~
The focal elements are ~n = 1n1 2n2 ... M nM , 1 n M
i=1 Ci , where n is an M dimensional hypercube and ini is a focal element of the i-th belief function Beli . Examples
in one-dimensional (1D) and two-dimensional (2D) cases are shown in Fig. 3.5.
Q
The basic belief assignment is defined as m(~n ) = M
i=1 mi (ini ).
37
Figure 3.5: The focal elements of 1D and 2D belief structures.
2. Obtain the focal elements for Y .

~ represented by the M -dimensional belief structure, is propagated
The uncertainty in X,
~ and accumulated in the uncertainty of the output Y . To
through the system Y = f (X)
construct an m-function to represent the uncertainty in Y , we calculate the lower and upper
~ ~n using (3.20)-(3.21), and the interval between lower
bounds of Y in each hypercube X
and upper bounds constitutes one focal element for Y .
~
min f (X),
(3.20)
~
ymax = max f (X).
(3.21)
ymin =
~ ~n
X
~ ~n
X
3. Assign the belief masses to focal elements for Y .

We transfer the degree of belief assigned to ~n to the corresponding focal element [ymin , ymax ]
for Y , i.e., mY ([ymin , ymax ]) = mX~ (~n ). Obviously, the m-function of the output Y should
~ unless there are two or more
have the same number of focal elements as the m-function of X
hypercubes corresponding to the same focal element for Y .
There are a number of algorithms available to solve the constrained optimization problems
[29, 109], such as Newtons methods, which are very basic iterative methods to find stationary
points of differentiable functions. However, this gradient-based local optimization solver cannot
guarantee the global optima. Multi-start implementations of local optimization methods or global
optimizers (such as genetic algorithms, efficient global optimization, etc.) may be applied. These
methods search the entire domain to find the global optima, which are quite computationally
expensive [109]. An alternative approach is to estimate the bounds ymin and ymax of the output
38
using a sampling method, where the uniform distribution is assumed over each input hypercube.
(Note: Although the uniform distribution is assumed to generate samples for input parameters, one
cannot get the PDF associated with the output, hence only lower and upper bounds will be used.)
The sampling method is easy to implement, but its accuracy depends on the number of samples.
3.2.3
Mixed Type of Uncertainty Propagation with Polynomial Chaos and DS

Theory
Suppose the inputs are both aleatory and epistemic in nature, and PDFs are given for the
set of random variables = {1 , 2 , ..., n1 }, while belief structures are associated with the set of
non-probabilistic variables = {1 , 2 , ...m1 }. Suppose the model output U (; ) is a second-order
random variable with any fixed set of . Then it can be expanded in the stochastic space in terms
of polynomials of the random variable (), with coefficients depending on ,
P
U (; ) =
P
X
uj ()j ().
(3.22)
j=0
There are two ways to represent the uncertainty

1. Ones interest is in the moments of U , such as the expectation.
Due to the mixed type of uncertainties in the input variables, the expectation of the output
U is not deterministic. The conditional expectation and variation are given as
E[U (; )|] = u0 (),
2 [U (; )|] =
P
X
u2j () < 2k () > .
(3.23)
(3.24)
j=0
The formulas (3.23) and (3.24) show that the expectation and variance conditioned on the
non-probabilistic variables involve only epistemic uncertainty, and the DS theory based
uncertainty propagation approach introduced in Sec. 3.2.2 can be applied. As a result,
instead of having deterministic values for the expectation and variance, one will have lower
and upper bounds (intervals) with associated degrees of belief.
2. Ones interest is in the probability of U .
Due to the mixed type of uncertainties in the input variables, the output U has imprecise
probability and the best one can do is to bound the probability in probability boxes associated
with degrees of belief. The probability of U conditioned on can be written in the form of
the conditional CDF
P(U (; ) < U o |) = CDF(U o |).
(3.25)
39
The conditional CDF depends on only. Thus it involves epistemic uncertainty only and the
DS theory based uncertainty propagation approach introduced in Sec. 3.2.2 can be applied.
As a result, instead of having a single CDF for the output U , one will have the probability
boxes with associated degrees of belief. Consequently, instead of having deterministic probability of U , one will have lower and upper bounds (intervals) with associated degrees of belief
for the probability of U .
3.2.4
Uncertainty Propagation in Quasi-One-Dimensional Nozzle Flow
The quasi-one-dimensional (Q1D) nozzle problem is a simple example of aerodynamic flow. This
problem possesses an exact solution, so it can be used as a test-bed for uncertainty propagation
methods. The impact of the uncertain input parameters on the output of the quasi-one-dimensional
(convergent-divergent) nozzle flow has been analyzed using probabilistic approaches in the literature
[71, 16, 2, 94]. For example, Mathelin and Hussaini [71] analyzed the uncertainty in the exit pressure
and exit velocity of supersonic flow using a stochastic collocation method. In their work, it was
assumed that only aleatory uncertainty exists in the input parameters and nozzle geometry. Chen,
Gottlieb and Hesthaven [16] quantified the uncertainty of the shock position in a dual throat nozzle
with a simplified model. Different probability density functions were assigned to the initial velocity
and the corresponding PDFs for the shock position were obtained using a PC expansion. Abgrall,
Congedoy, Correy and Galera [2] introduced a semi-intrusive method to analyze the uncertainty in
Mach number within the Q1D nozzle flow with a random heat coefficient ratio. They compared the
convergence rates for the standard deviation of Mach number between the semi-intrusive method
and polynomial chaos (PC) expansion. Their work focused on aleatory uncertainty where PDFs
were given for random input variables. Roy and Oberkampf [94] treated the uncertainty in the
stagnation temperature as aleatory and represented it by a Gaussian distribution and the test
section area as an epistemic uncertainty represented by an interval. They implemented coupled
interval analysis and the Monte Carlo method to obtain a p-box to represent the uncertainty
in the test section temperature, and appended the numerical and the model uncertainty into the
p-box.
In this section, we study the impact of the mixed type of uncertainties on the shock position of
a Q1D flow using coupled PC/belief function approach.
Deterministic Problem Formulation.
Here we consider a steady quasi-one-dimensional
flow through a convergent-divergent nozzle. The cross-sectional area A is defined as a function of
40
streamwise distance length x [1]:
x <= 0.25
0.7
3
2
25.6 x 28.8 x + 9.6 x 0.3 0.25 < x <= 0.5 .
A(x) =
1.6 x3 + 4.0 x2 2.8 x + 1.1 0.5 < x <= 1
(3.26)
The graph of the cross section of nozzle is shown in Fig. 3.6.
The cross section of nozzle
0.8
0.6
0.4
0.2
0
A(x)
0.2
0.4
0.6
0.8
0
0.2
0.4
0.6
Streamline distance
0.8
Figure 3.6: The cross section of nozzle along the streamwise distance.
Let p, , u, M , h, T be pressure, density, velocity, Mach number, enthalpy and temperature respectively. The system of algebraic equations governing the quasi-one-dimensional flow is described
as follows [4]:
1 u1 A1 = 2 u2 A2 ,
2
p1 A1 + 1 u1 A1 +
h1 + u1 2 /2 = h2 +
A2
pdA = p2 A2 + 2 u2 2 A2 ,
A1
u2 2 /2.
We assume the flow to be subsonic in the convergent part of nozzle, and the inlet conditions
to be such that the flow expands to become sonic at the throat, and supersonic in the divergent
part. If the exit pressure is below a critical value, the flow abruptly becomes subsonic through a
normal shock. We assume that the flow is isentropic before/after the occurrence of the shock and
it satisfies the Rankine-Hugoniot relation at the shock position.
41
Recall that the isentropic flow relations are [4]

T0
1 2
=1+
M ,
T
2

p0
1 2 1
,
= 1+
M
p
2
1

0
1 2 1
= 1+
M
,
(3.27)
(3.28)
(3.29)
where = 1.4, and T0 , p0 and 0 are the stagnation temperature, stagnation pressure and stagnation
density respectively.
Using algebraic forms of continuity and energy equations, the Area-Mach number relation can
be obtained

+1
1 2 1
2
1
A
1+
= 2
M
,
A
M +1
2
(3.30)
where A is the area of the throat.

The solution of Eqs. (3.27)-(3.30) applies to either side of the shock and the normal shock
condition Rankine-Hugoniot relation (3.31)-(3.34) applies through the shock [4].
1 + [( 1)/2]Ml 2
,
Ml 2 ( 1)/2

2
Ml 2 1 ,
=1+
+1
( + 1)Ml 2
=
,
2 + ( 1)Ml 2

2
2 + ( 1)Ml 2
2
,
= 1+
(Ml 1)
+1
( + 1)Ml 2
Mr 2 =
pr
pl
r
l
Tr
Tl
(3.31)
(3.32)
(3.33)
(3.34)
where Mr , pr , r , and Tr are the flow properties from the right side of the shock, while Ml , pl , l ,
and Tl are those from the left side.
With the given input parameters the inlet pressure p1 , the inlet temperature T1 , and the exit
pressure p2 , we calculate all the flow properties and the shock position of an adiabatic inviscid flow
of a calorically perfect gas through convergent-divergent nozzle using (3.27)-(3.34). For example,
let p1 = 0.6171, T1 = 0.7496, and p2 = 0.86p1 , all the steady flow properties, such as pressure p(x),
density (x), velocity u(x), Mach number M (x) are obtained and shown in Fig. 3.7. The position
of the shock is xs = 0.8293.
However, the input parameters can be imprecise due to the uncertainty. We pose the corresponding stochastic problems in the following sections.
42
Velocity with deterministic system
Pressure with deterministic system
1.4
0.8
0.7
1.2
Pressure
Velocity
0.6
1
0.8
0.5
0.4
0.3
0.6
0.2
0.4
0
0.2
0.4
0.6
0.8
0.1
0
0.2
Streamwise distance
0.4
0.6
0.8
Streamwise distance
(a)
(b)
Density with deterministic system
Mach number for deterministic system
1.4
2
1.8
1.6
Mach number
Density
1.2
0.8
1.4
1.2
1
0.8
0.6
0.6
0.4
0
0.2
0.4
0.6
0.8
0.4
0
Streamwise distance
0.2
0.4
0.6
Streamwise distance
(c)
(d)
Figure 3.7: The outputs of the deterministic system.
43
0.8
Note: Instead of the analytical solution of the Q1d flow, one can consider the numerical solution
of the system of partial differential equations governing the flow:
Ut + F (U )x = S(U ),
where
and E =
(3.35)
uA
A
pAx
(u2 + p)A
uA
,
,S =
,F =
U=
pAt
(E + p)uA
EA
p
1
2
1 + 2 u ,
Ax =
(A)
x
and At =
(A)
t .
The discretization error, as well as the uncertainty
in inputs, has impact on the uncertainty of output. One can incorporate these two and the model
uncertainty to quantify the total uncertainty in the flow properties. Currently, we only focus on
the propagation of the uncertainty in inputs using Eqs. (3.27)-(3.34).
Aleatory Uncertainty Propagation in Quasi-one-dimensional Nozzle Flow.
Here, the
inlet temperature T = 0.7469 is still considered as a deterministic parameter. The inlet pressure p1 ,
exit pressure p2 and the cross-sectional area A(x) are treated as aleatory uncertainty, characterized
as follows:
1. The inlet pressure p1 with an aleatory uncertainty is represented by a Gaussian distribution
N (0.6171, 0.012 ).
2. The exit pressure p2 with an aleatory uncertainty is represented by a Gaussian distribution
N (0.86 0.6171, 0.012 ).
3. The cross-sectional area A(x) with an aleatory uncertainty is represented by a Gaussian field.
The nozzle geometry has an inevitable level of variability due to manufacturing limitations.
We assume a Gaussian distribution for the nozzle geometry and its correlation along the x
direction is
|x1 x2 |
CAA (x1 , x2 ) = 2 e b ,
(3.36)
where b = 10 is the correlation length and = 0.01 is the associated standard deviation. The
stochastic field is represented with the Karhunen-Loeve decomposition.
A(x) = A(x)
+
p
X
i i (x)i ,
(3.37)
i=1
where A(x)
is the deterministic cross-sectional area defined as (3.26), the i s are independent
standard Gaussian variables and
Z
CAA (x1 , x2 )i (x2 )dx2 = i i (x1 ) on [0, 1].
(3.38)
44
The analytical solution of the eigenvalue problem is given in [35]
cos[i (x1/2)]
r
if i is odd
sin( )
1
+ 2 i
2
i
i (x) =
sin[i (x1/2)]
r
if i is even
sin(i )
1
and
i = 2
2i
2b
,
1 + (i b)2
(3.39)
where the i s are (ordered) roots of
and
1
i tan(ai ) = 0, if i is odd,
b
(3.40)
1
wi + tan(ai ) = 0, if i is even, .
b
(3.41)
The first ten eigenvalues in Fig. 3.8 show the rapid decay. As a result, the terms with i 3 in
the expansion (3.37) are truncated. The resulting stochastic cross-sectional area is shown in
Fig. 3.9: the PDFs (Gaussian distributions) for the cross-sectional area A(x) at each x [0, 1]
where x is the streamwise distance.
Eigenvalues spectrum
4
log10()
8
1
4
7
Eigenvalue index
10
Figure 3.8: Spectrum of eigenvalues of the correlation function CAA (x1 , x2 ).
Monte Carlo sampling method and PC expansion are implemented to study the impact of
uncertain input parameters on the shock position. For the purposes of the verification of PC
expansion, we construct the numerically exact distribution (i.e., the distribution of the shock
45
60
40
20
0
1
0.8
0.7
0.5
0.6
0.5
Streamwise distance
0 0.3
0.4
Crosssection area
Figure 3.9: PDF of the stochastic cross-sectional area of the nozzle.
position using Monte Carlo sampling with sufficiently large sample size) and consider it as the true
distribution of the shock position.
1. Numerically exact solution using Monte Carlo sampling method.
The empirical and probability distribution
Taking the sample size N = 1000000, the shock position has the mean mean(xs ) = 0.8289 and
the variance var(xs ) = (0.029)2 . The distribution is considered as the numerically exact
distribution.
16
12
"Numerically exact"
distribution
Gaussian distribution
0
0.65
0.75
0.85
0.95
Shock position x
Figure 3.10: The numerically exact distribution and probability distribution.
46
Figure 3.10 shows that the numerically exact distribution is slightly left-skewed (with the
skewness skew = 0.0833) from the Gaussian distribution with mean 0.8289 and standard
deviation 0.029.
2. The approximate solutions based on PC expansion.
~ (~ = {1 , 2 , 3 , 4 })
We consider four-dimensional multivariate Hermite polynomial chaos ()
with different orders and compare them to the numerically exact distribution.
The input random variables (or field) are expanded as:
A(x) = A(x)
+
p
p
1 1 (x)1 + 2 2 (x)2 ,
(3.42)
p1 = 0.6171 + 0.013 ,
(3.43)
p2 = 0.6171 0.86 + 0.014 .
(3.44)
The output shock position is also written in the expansion of 4D Hermite polynomials
xsP C =
N
X
~
xsi (),
(3.45)
i=0
We implement a non-intrusive method to calculate the coefficients xsi using (3.17) and use
Smolyak sparse quadrature to estimate the integrals. In Fig. 3.11(a), the curve in red
indicates that the numerically exact distribution is almost overlapped by the distributions
obtained using PC expansion even with the lowest polynomial order np = 1. The reason
is that the numerically exact distribution of shock position is very much like a Gaussian
distribution, which can be exactly represented by the first order polynomials. Figure 3.11(b)
gives a zoomed-in view of the distributions, from which one can say that the distribution from
PC expansion with np = 4 is the closest to the numerically exact distribution.
To test the convergence rate, the L2 errors of PC expansions with order one to seven are
considered, where the L2 error is defined as
Z
2
~ xsP C ())
~ 2 dP().
~
kxs xsP C k2 = (xs ()
(3.46)
Figure 3.12 shows that the PC expansion error in L2 norm decays exponentially with the
polynomial order.
Mixed Type of Uncertainty Propagation in Quasi-one-dimensional Nozzle Flow.
When both aleatory and epistemic uncertainty appears in the input parameters, we implement a
coupled PC/belief function approach for the mixed type of uncertainty propagation in the quasione-dimensional flow. Here, the inlet temperature T = 0.7469 is still considered as a deterministic
47
Distribution based on Polynomial Chaos
14
"Numerically exact"
distribution
PC with np=1
PC with np=2
PC with np=3
PC with np=4
12
Distribution
10
8
6
4
2
0
0.65
0.7
0.75
0.8
0.85
0.9
Shock position x
14
Distribution
13
12
(a)
Distribution based on Polynomial Chaos
"Numerically exact"
distribution
PC with np=1
PC with np=2
PC with np=3
PC with np=4
11
10
9
0.78
0.8
0.82
0.84
0.86
Shock position xs
(b)
Figure 3.11: (a) The distribution of xs using PC expansions with different polynomial
orders, (b) The zoomed-in figure.
48
PC expansion error in L norm

2
10
log (||x x
sPC 2
|| )
3.5
4.5
5
5.5
1
Polynomial order in PC expansion
Figure 3.12: Comparison of Errors of Polynomial Chaos with different values for the order
np from the numerically exact solution.
parameter. The exit pressure p2 and the cross-sectional area A(x) are still treated as aleatory
uncertainty and characterized by the same Gaussian distribution (3.44) and Gaussian field (3.42)
respectively.
The inlet pressure p1 is treated as epistemic uncertainty characterized by a belief function as
1. Universal set:
Xp1 = [0.59, 0.65].
2. The focal elements:
B1 = [0.59, 0.61);
B2 = [0.61, 0.63);
B3 = [0.63, 0.65];
B4 = X p 1 .
3. Basic belief assignment (the m-function):

mp1 (B1 ) = 0.1573,
mp1 (B2 ) = 0.6827,
mp1 (B3 ) = 0.1573,
mp1 (B4 ) = 0.0027.
The belief function is shown in Fig. 3.13.

It can be interpreted as follows: we do not know the inlet pressure p1 deterministically, but
we know that the inlet pressure is possibly in the range [0.59, 0.65] with different degrees of belief
associated with three subsets of this range. The three subsets are: B1 = [0.59, 0.61) with the degree
49
The belief function of the inlet pressure
0.8
Degree of belief
0.6
0.4
0.2
0
0.55
0.59
0.61
0.63
0.65
The inlet pressure p1
0.7
Figure 3.13: The belief function for p1 .
of belief 0.1571; B2 = [0.61, 0.63) with the degree of belief 0.6827; B3 = [0.63, 0.65] with the degree
of belief 0.1573. The degree of belief 0.0027 is assigned to the universal set.
We implement the coupled PC/belief function approach for the mixed type of uncertainty
propagation in the quasi-one-dimensional flow, and construct the belief functions for the statistics
of the shock position.
1. Expectation of the shock position.
The shock position is expanded in the probability space in terms of three-dimensional Hermite
polynomials
N
X
xs (1 , 2 , 3 , p1 ) =
xsi (p1 )i (1 , 2 , 3 ).
(3.47)
i=0
The conditional expectation of the shock position is E[xs |p1 ] = xs 0 (p1 ). It depends on the
non-probabilistic parameter p1 only. Therefore, we construct a belief structure for xs0 (Fig.
3.14(a)) using the method in Sec. 3.2.2.
From Fig. 3.14(a), we conclude that i) the expectation of the shock position falls inside
= [0.81, 0.85] with the highest degree of belief Bel(E[xs |p1 ] ) = 0.6827, and ii) no further
preference inside the interval = [0.81, 0.85].
Figure 3.14(b) shows the cumulative belief function (CBF) and cumulative plausibility function (CPF), which bound the possible true cumulative distribution function (CDF) of the expectation of the shock position. For example, we consider the proposition E[xs |p1 ] < 0.83.
50
Belief function of the conditional expectation of x
0.8
Degree of belief
0.6
0.4
0.2
0
0.65
0.77
0.81
0.85
0.88
0.95
The conditional expectation of shock position E[xs|p1]
(a)
1
CBF and CPF
0.8
0.6
0.4
0.2
0
0.65
0.77 0.81 0.85 0.88
0.95
The conditional expectation of shock position E[xs|p1]
(b)
Figure 3.14: (a) The belief function of the conditional expectation E[xs |p1 ]. (b) The
CBF/CPF of the conditional expectation E[xs |p1 ].
51
Figure 3.14(b) indicates that the lower and upper bounds of the probability of this proposition
being true are
0.1573 P(E[xs |p1 ] < 0.83) 0.8427,
where Bel(E[xs |p1 ] < 0.83) = 0.1573 and P l(E[xs |p1 ] < 0.83) = 0.8427.
2. The probability of the shock position.
If our interest is in the probability of the shock position, probability box is used. For example,
consider the probability that the shock position is to the left of 0.83, i.e., CDF(0.83|p1 ) =
P(xs < 0.83|p1 ).
Figure 3.15: The probability boxes.
From Fig. 3.15, one can observe, for example, when the inlet pressure p1 B1 = [0.59, 0.61],
a probability box (the most left one) is obtained and the true CDF could be anywhere inside
the box. So instead of having a specific value for P(xs < 0.83|p1 ), we have an interval
1 = [0.8170, 0.9955] to bound P(xs < 0.83|p1 ). Repeating the process, the focal elements of
the belief function of P(xs < 0.83|p1 ) are obtained as
P(xs < 0.83|p1 ) 1 (= [0.8170, 0.9955]) when p1 B1
P(xs < 0.83|p1 ) 2 (= [0.2042, 0.8170]) when p1 B2
P(xs < 0.83|p1 ) 3 (= [0.0063, 0.2042]) when p1 B3
The belief function of P(xs < 0.83|p1 ) is
Bel(1 ) = 0.1573;
Bel(2 ) = 0.6873;
Bel(3 ) = 0.1573;
Bel(X) = 1,
52
where X = 1 2 3 .
3.3
Combination of Multiple Sources of Information
Data fusion techniques combine/integrate data from multiple sources (such as models, sensors,
institutes, etc.), to achieve more specific and more accurate inference than that obtained from individual ones. Belief functions in the framework of the Dempster-Shafer (DS) theory have been widely
used to represent the uncertainty in each single source of information, thus combining information
from different sources to obtain a single belief function by implementing proper combination rules
on multiple belief functions is our objective. As mentioned in Chap. 2, Dempsters rule of combination (Dempsters rule) is the first proposition originated from the earlier works of Dempster in
the 1960s [21, 22] and formalized by Shafer [97]. However, it may produce counterintuitive results
when its requirements that the sources are independent, fully reliable, and the belief functions are
correctly constructed are not satisfied, such as when strongly conflicting bodies of evidence (to be
defined) are combined. To resolve the problem, numerous alternative combination rules have been
proposed over the last few decades [96, 126, 106, 117, 118, 48, 101, 27, 32]. Some are conjunctive
rules based on the conjunctive sum (a summation of products of masses over the subsets with a
common intersection). Some are disjunctive rules (a summation of products of masses over the
subsets with a common union) or mixed-type rules (involving both conjunctive and disjunctive
sums). Disjunctive rules are appropriate for combining two distinct sources at least one of which
is fully reliable, while conjunctive rules are appropriate for combining two distinct fully reliable
sources [104].
Haenni [39] doubted the necessity of the alternatives to Dempsters rule and points out that
the reason of dissatisfaction could be mis-modeling the uncertainty, i.e., misrepresenting the
uncertainty in terms of the basic belief assignments (BBAs). He analyzed the problem from a
philosophical point of view: Model X with method Y produces counter-intuitive results Z, possibly,
method Y may just as well be correct and model X is wrong (or not complete). But whatever the
cause of dissatisfaction, extra care is required to combine the m-functions constructed on strongly
conflicting data sets. Therefore, a criterion to examine strongly conflicting information is necessary.
As Almond [3] recognized, the interpretation of the belief mass assigned to the empty set needed
to be explored. Liu [62] and Martin, Jousselme and Osswald [70] argued with examples that large
53
mass assigned to the empty set did not necessarily indicate strong conflict between two bodies of
evidence (or between two BBAs).
In this section, a new criterion is proposed to test if the pool of multiple bodies of evidence
(or the associated multiple BBAs) involves strong conflict (Sec. 3.3.1). It enables one to estimate
the reliability of the bodies of evidence and reconstruct BBAs for the bodies of evidence strongly
conflicted with others using a discounting procedure 3.3.2. After reconstruction if needed, all the
BBAs are somewhat consistent in the sense of having low conflict, and then they are combined
with conjunctive rules. In the current work, Inagakis combination rule with a parameter, which
controls the distribution of the mass of conflicting information to the universal set and the focal
elements, is adopted. An optimal value of the parameter is chosen such that the combined BBA
represents the greatest amount of information similar to that represented by individual BBAs. The
optimization problem is constructed and solved in Sec. 3.3.3. In Sec. 3.3.4, a new procedure of
combining multiple bodies of evidence is proposed and illustrated with examples [42].
3.3.1
Conflict
So far we have used conflict loosely without a rigorous definition. In this section, we will
explore the meaning of conflict and the criteria to examine the bodies of evidence strongly
conflicted with others.
Auto Conflict and Global Conflict.
Definition 8. (Auto conflict) If the focal elements of an m-function have null intersection, i.e.,
maxX P l(w) 6= 1, then the body of evidence represented by the m-function has auto conflict
k(m, m) [82]:
X
k(m, m) = m () =
m(A)m(B).
(3.48)
AB=,A,BX
Auto conflict indicates the inconsistency among different focal elements of an m-function. For
example, an m-function with nested focal elements has no auto conflict, while the Bayesian mfunction with mass equally distributed on singletons (i.e., sets with only one element) has the
strongest auto conflict.
Remark: 0 k(m, m) 1 1/|X|, where |X| is the cardinality of the universal set.
Note: There are different formulas available in the literature to measure the conflict of a given
m-function. For example, the internal plausibility conflict defined by Daniel [19] calculated the
54
maximum plausibility among all the singletons; Schubert [95] proposed m () after combining a
set of generalized simple support belief functions that are decomposed from the general m-function
as the internal conflict of the m-function.
Definition 9. (Global conflict) The global conflict k(m1 , m2 ) is defined as the sum of all the partial
conflicts:
X
k(m1 , m2 ) = m () =
m1 (A)m2 (B).
(3.49)
AB=,A,BX
Global conflict indicates the inconsistency in the two bodies of evidence (represented by m1 and
m2 ), which includes both the inconsistency within the individual m-functions and the inconsistency
between the two m-functions.
Remark: 0 k(m1 , m2 ) 1.
For convenience, auto conflict and global conflict are written in matrix form K = {k(mi , mj )}
called the conflict matrix, e.g., in the case of two BBAs,

k(m1 , m1 ) k(m1 , m2 )
K=
k(m2 , m1 ) k(m2 , m2 )
The diagonal elements represent auto conflict while the off-diagonal elements represent global conflict. The conflict matrix K is always symmetric because the global conflict between two m-functions
is commutative, i.e., k(m1 , m2 ) = k(m2 , m1 ).
The Criteria of Strong Conflict between Two Bodies of Evidence.
We propose the
following criteria of strong conflict between two bodies of evidence: qualitative definition (Def. 10)
and quantitative definition (Def. 11).
Definition 10. Suppose m1 , m2 are two m-functions associated with two bodies of evidence respectively. If there exist two disjoint subsets A, B X such that one body of evidence strongly
supports A (large Bel1 (A)) while the other strongly supports B (large Bel2 (B)), then the two bodies
of evidence are in strong conflict.
We illustrate Def. 10 regarding strong conflict in the following two examples.
Example 3. Let X = {1 , 2 } be a universal set, and m1 and m2 be two m-functions on X:
m1 : m1 ({1 }) = 1; m1 ({2 }) = 0,
m2 : m2 ({1 }) = 0; m2 ({2 }) = 1.
55
By Def. 10, the two m-functions are in strong conflict since there exist two disjoint subsets {1 }
and {2 } such that Bel1 ({1 }) = 1 and Bel2 ({2 }) = 1 are large.
We also calculate the auto conflict and global conflict here. The conflict matrix is

0 1
K=
1 0
Auto conflicts, k(m1 , m1 ) = 0 and k(m2 , m2 ) = 0, indicate that there is no inconsistency
intrinsic to m1 and m2 individually. Global conflict, k(m1 , m2 ) = 1 indicates that there is a strong
inconsistency in the pool of the two bodies of evidence. However, large global conflict does not
necessarily indicate the strong conflict between two m-functions. This statement is supported by
the following example.
Example 4. Let X = {1 , 2 , ..., 10 } be a universal set, and m1 and m2 be two m-functions on X:
m1 : m1 ({1 }) = 0.1; m1 ({2 }) = 0.1; ...; m1 ({10 }) = 0.1,
m2 : m2 ({1 }) = 0.1; m2 ({2 }) = 0.1; ...; m2 ({10 }) = 0.1.
By Def. 10, the two m-functions are not in strong conflict, because the statement there do not
exist two disjoint subsets A, B X such that both Bel1 (A) and Bel2 (B) are large is true. Here
is the proof of the statement by contradiction. Suppose there exist two disjoint subsets A and B
such that both Bel1 (A) and Bel2 (B) are large (then Bel1 (A) > 0.5 and Bel2 (B) > 0.5), and we
have Bel1 = Bel2 since m1 = m2 . Then Bel1 (X) Bel1 (A) + Bel1 (B) = Bel1 (A) + Bel2 (B) > 1,
which contradicts the condition of a belief function Bel(X) = 1. Hence, the supposition is false
and the statement is true.
We also calculate the auto conflict and global conflict. The conflict matrix is

0.9 0.9
K=
0.9 0.9
Auto conflicts, k(m1 , m1 ) = 0.9 and k(m2 , m2 ) = 0.9, indicate that there is a strong inconsistency within m1 and m2 individually. Global conflict, k(m1 , m2 ) = 0.9, indicates that there is a
strong inconsistency in the pool of bodies of evidence. Since the auto conflicts are also significant,
no conclusion can be drawn about the inconsistency/conflict between these two m-functions.
56
Definition 11. (Criterion of strong conflict) Suppose m1 and m2 are two m-functions corresponding to two bodies of evidence. Then they are in strong conflict if the global conflict k(m1 , m2 ) > 1
P
and the total auto conflict (1/2) 2i=1 k(mi , mi ) < 2 , where

|| 2
, 0.99 ,
1 = min 0.8 + 0.2
||

1
2 = 0.9 1
.
||
Here, || is the cardinality of the largest set of pairwise disjoint focal elements of m1 and m2
excluding the focal elements with belief mass less than 5% of the maximum belief mass of all the focal
elements, i.e., || = maxF {|F ||F G , AB = , A, B F }, and G = {A|A F1 F2 , A
/ G },
where F1 is the set of all the focal elements of m1 , F2 is the set of all the focal elements of m2 ,
and G is the set of the focal elements with belief mass less than 5% of the maximum belief mass of
all the focal elements.
Note: It it possible that the m-function m1 (or m2 ) has two or more excluded focal elements
(i.e., the focal elements in the set G ), which are disjoint with all the focal element in G and contain
the same subset. If the sum of their belief masses is larger than 5% of the maximum belief mass of
all the focal elements, these excluded focal elements should be included in the set G .
The choices of the thresholds are heuristically explained in the Appx. A.
Example 5. Check if the two bodies of evidence represented by the two m-functions (with the
universal set X = {1 , 2 , 3 }) in Zadehs example (i.e., Example 2) are in strong conflict.
m1 : m1 ({1 }) = 0.9; m1 ({2 }) = 0.1; m1 ({3 }) = 0,
m2 : m2 ({1 }) = 0; m2 ({2 }) = 0.1; m2 ({3 }) = 0.9.
Since G = , F1 F2 G = {{1 }, {2 }, {3 }}, and || = 3.
The conflict matrix is:
K=
0.18 0.99
0.99 0.18
Two thresholds: 1 = min{0.8667, 0.99} = 0.8667 and 2 = 0.6 since || = 3. According to Def.
11, the two bodies of evidence represented by m1 and m2 are in strong conflict.
57
Example 6. Let X = {1 , 2 ..., 5 } be a universal set, and m1 and m2 are two m-functions on X:
m1 : m1 ({1 }) = 0.4; m1 ({2 , 3 }) = 0.2; m1 ({3 , 4 }) = 0.1; m1 ({5 }) = 0.3,
m2 : m2 ({2 }) = 0.6; m2 ({4 }) = 0.3; m2 ({3 , 5 }) = 0.1.
Since G = , F1 F2 G = {{1 }, {2 }, {2 , 3 }, {4 }, {3 , 4 }, {5 }, {3 , 5 }}, and || = 4.
The conflict matrix is:
K=
0.66 0.79
0.79 0.54
Two thresholds: 1 = min{0.9, 0.99} = 0.9 and 2 = 0.675 since || = 4. Using Def. 11,
P
k(m1 , m2 ) = 0.79 < 1 and (1/2) 2i=1 k(mi , mi ) = 0.6 < 2 indicate that m1 and m2 are not in
strong conflict.
The Comparison of the Different Measures of Conflict.
Different measures of con-
flict are available in the literature, such as Martins conflict measure Conf(m1 , m2 ) [69], which
incorporates an inclusion measure and Jousselmes distance [50]; Daniels plausibility conflict
P l C(m1 , m2 ) [19], which is based on the difference of the normalized plausibility of singletons;
2
Lius two-dimensional measure [62], which includes k(m1 , m2 ) and a distance difBetm
m1 ; etc. These
measures of conflict (see Appx. B) are compared with our proposed measure of conflict in the
following examples.
Example 7. Let X = {1 , 2 ..., 5 } be a universal set, and m1 , m2 and m3 be three m-functions
on X:
m1 : m1 ({1 , 2 }) = 0.4; m1 ({2 , 3 }) = 0.5; m1 ({4 }) = 0.1,
m2 : m2 ({2 , 4 }) = 0.2; m2 ({3 , 5 }) = 0.8,
m3 : m3 ({4 }) = 0.1; m3 ({5 }) = 0.8; m3 (X) = 0.1.
Intuitively, m1 and m2 are not in strong conflict since the focal element that m1 supports
most (i.e., {2 , 3 }) has non-empty intersection with the focal element that m2 supports most (i.e.,
{3 , 5 }); while m1 and m3 may be in strong conflict since m1 assigns zero belief mass to {5 } while
m3 assigns 0.8 to {5 }. The results from the four measures of conflict are provided below.
1. The proposed measure of conflict (Def. 11):
k(m1 , m2 ) = 0.40; (1/2)(k(m1 , m1 ) + k(m2 , m2 )) = 0.25; 1 = 0.8667; 2 = 0.6,
k(m1 , m3 ) = 0.89; (1/2)(k(m1 , m1 ) + k(m3 , m3 )) = 0.17; 1 = 0.8667; 2 = 0.6.
58
The results indicate that m1 and m2 are not in strong conflict while m1 and m3 are in strong
conflict.
2. Martins measure of conflict:
Conf(m1 , m2 ) = 0.5358,
Conf(m1 , m3 ) = 0.4219.
The results indicate that the conflict between m1 and m2 is larger than the conflict between
m1 and m3 , which is counterintuitive.
3. Daniels measure of conflict:
P l C(m1 , m2 ) = 0.4,
P l C(m1 , m3 ) = 0.688.
The results indicate that the conflict between m1 and m2 is smaller than the conflict between
m1 and m3 .
4. Lius measure of conflict:
2
k(m1 , m2 ) = 0.40; difBetm
m1 = 0.55,
3
k(m1 , m3 ) = 0.89; difBetm
m1 = 0.84.
When 0.84, both pairs of m-functions are not in conflict; when 0.4 < 0.84, m1 and
m3 are in conflict while m1 and m2 are not.
Example 8. Let X = {1 , 2 ..., 5 } be a universal set, and m1 , m2 and m3 be three m-functions:
m1 : m1 ({1 }) = 0.1; m1 ({5 }) = 0.6; m1 ({3 , 5 }) = 0.3,
m2 : m2 ({1 }) = 0.1; m2 ({5 }) = 0.9,
m3 : m3 ({1 }) = 0.1; m3 ({2 , 3 , 4 }) = 0.3; m3 ({5 }) = 0.6.
Intuitively, both the pair m1 , m2 and the pair m2 , m3 are not in strong conflict since all three
m-functions assign more than 0.5 belief mass to {5 }. However, the pair m1 and m2 has less conflict
than the pair m2 and m3 because both m1 and m3 assign 0.1 to {1 } and 0.6 to {5 }, but m1 assigns
the remaining belief mass 0.3 to {3 , 5 }, which has non-empty intersection with the set that m2
supports most (i.e., {5 }) while m3 assigns the remaining belief mass 0.3 to the set {2 , 3 , 4 },
which does not contain the element 5 . The results from the four measures of conflict are provided
below.
59

k(m1 , m2 ) = 0.18; (1/2)(k(m1 , m1 ) + k(m2 , m2 )) = 0.18; 1 = 0.8000; 2 = 0.45,
k(m2 , m3 ) = 0.45; (1/2)(k(m2 , m2 ) + k(m3 , m3 )) = 0.36; 1 = 0.8667; 2 = 0.60.
The results indicate that both pairs are not in strong conflict.
2. Martins measure of conflict:
Conf(m1 , m2 ) = 0.1061,
Conf(m2 , m3 ) = 0.2.
The results indicate that the conflict between m1 and m2 is smaller than that between m2
and m3 .
3. Daniels measure of conflict:
P l C(m1 , m2 ) = 0.1154,
P l C(m2 , m3 ) = 0.0.
The results indicate that the conflict between m1 and m2 is larger than that between m2 and
m3 , which is counterintuitive.
2
k(m1 , m2 ) = 0.18; difBetm
m1 = 0.15,
3
k(m2 , m3 ) = 0.45; difBetm
m2 = 0.30.
The results indicate that both pairs are not in strong conflict.
Now, the proposed measure of conflict is compared to Lius measure of conflict with a special
pair of m-functions.
Example 9. Let X = {1 , 2 ..., n1 n2 } (n1 and n2 are large positive integers) be a universal set,
and m1 and m2 are two m-functions on X:
m1 ({1 , . . . , n1 }) = 1/n2 ;
m1 ({n1 +1 , . . . , 2n1 }) = 1/n2 ;
..
.
m2 ({1 }) = 1/n2 ,
m2 ({n1 +1 }) = 1/n2 ,
m1 ({(n2 1)n1 +1 , . . . , n2 n1 }) = 1/n2 ; m2 ({(n2 1)n1 +1 }) = 1/n2 .

60
Intuitively, m1 and m2 are not in strong conflict since for any focal element Ai of m1 there is
one and only one focal element Bj of m2 such that Ai Bj 6= and m1 (Ai ) = m2 (Bj ), and vice
versa, i.e., for any focal element Bj of m2 , there is one and only one focal element Ai of m1 such
that Ai Bj 6= and m2 (Bj ) = m1 (Ai ).
P
k(m1 , m2 ) = (n2 1)/n2 ; (1/2) 2i=1 k(mi , mi ) = (n2 1)/n2 ,
n
o
1 = min 0.8 + 0.2 n2n2
,
0.99
; 2 = 0.9 (n2 1)/n2 .
2
The result indicates that m1 and m2 are not in strong conflict since (1/2)
for any positive integer n2 > 1.
P2
i=1 k(mi , mi )
> 2

2
k(m1 , m2 ) = (n2 1)/n2 ; difBetm
m1 = (n1 1)/n1 .
(3.50)
The result indicates that for any threshold 6= 1, m1 and m2 are in conflict (with sufficiently
large n1 and n2 ), which is counterintuitive.
We discuss the possible reasons for the counterintuitive results of these three measures of conflict.
Martins inclusion measure considers that the following two situations have the same impact on
the conflict situation one: the focal elements of one m-function are not included in, but have
non-empty intersections with, the focal elements of the other m-function; and situation two: the
focal elements from two m-functions have empty intersections. Daniels measure of conflict is based
on the pignistic level instead of the credal level. Lius thresholds could be too arbitrary to be
useful since the choice of Lius thresholds is subjective and problem-dependent. In addition, all the
three measures of conflict do not distinguish the dissimilarity between the two m-functions from
the inconsistency (conflict) between the two m-functions.
There are also other measures of conflict in the literature, for example, Destercke and Burger
[26] proposed a range to bound the conflict between belief functions without a priori assumption of
the independence. The range could be too large to be useful, however. In the current work, both
auto conflict and global conflict are used together as the indicator of strong conflict between two
m-functions.
61
The Criterion of Strong Conflict among Several Bodies of Evidence.
The criterion
in Def. 11 states that two bodies of evidence are in strong conflict if the global conflict is large
and the total auto conflict is small. However, the criterion does not necessarily hold when a large
number of m-functions are combined, i.e., large k(m1 , m2 , ..., mN S ) (N S > 2: number of sources)
P S
and small (1/N S) N
i=1 k(mi , mi ) do not indicate strong conflict in the pool of multiple bodies of
evidence.
Example 10. Let X = {1 , 2 } be a universal set, and m1 , m2 , ..., mN S are N S m-functions on X:

mi ({1 }) = 0.3, mi ({2 }) = 0.7, i = 1, 2, ..., N S.
The total auto conflict (1/N S)
PN S
i=1 k(mi , mi )
= 0.42 < 2 = 0.45 is low, and the global conflict
k(m1 , m2 , ..., mN S ) = m () is increasing monotonically as the number of sources N S increases,

so it could be large when N S is large (e.g., m () = 0.9174 when N S = 7). However, since the
m-functions are the same, there should be no conflict among the m-functions. As a result, large
P S
k(m1 , m2 , ..., mN S ) and small (1/N S) N
i=1 k(mi , mi ) do not necessarily indicate strong conflict
among a large number of bodies of evidence.
Definition 12. Suppose m1 , m2 , ..., mN S are the m-functions corresponding to N S bodies of evidence. If any two of them are in strong conflict according to Def. 11, then the pool of N S bodies
of evidence is said to involve strong conflict (here conflict means conflict among bodies).
Example 11. Let X = {1 , 2 } be a universal set, and m1 , m2 , m3 are three m-functions on X:
m1 ({1 }) = 0.9; m1 ({2 }) = 0.1,
m2 ({1 }) = 0.1; m2 ({2 }) = 0.9,
m3 ({1 }) = 0.4; m3 ({2 }) = 0.6.
In this example, 1 = 0.8 and 2 = 0.45 are the same for any two of the three m-functions. The
conflict matrix is
k(m1 , m2 ) = 0.82 > 1 and (1/2)
0.18 0.82 0.58

K = 0.82 0.18 0.42
0.58 0.42 0.48
P2
i=1 k(mi , mi )
= 0.18 < 2 indicate that m1 and m2 are in strong
conflict. Consequently, the pool of three bodies of evidence involves strong conflict according to Def.
12. Such a situation warrants estimating the reliability of strongly conflicted bodies of evidence,
which can be used in the reconstruction of m-functions.
62
3.3.2
Reconstruction of m-functions
Two or more bodies of evidence cannot be fully reliable simultaneously if any two of them are
in strong conflict. When strong conflict exists among bodies of evidence, the reliability of bodies of
evidence is first estimated (under the assumption that if a body of evidence is in strong conflict with
more bodies of evidence, then this body of evidence is less reliable). This reliability information is
incorporated in the discounting procedure.
Estimation of the Reliability of the Bodies of Evidence.
It is difficult, if not impossible,
to determine the reliability of a body of evidence without additional data. Martin et al. [70]
proposed to estimate reliability with a formula that uses a measure of conflict that depends on
Jousselmes distance [50]. Later, Liu, Pan, Cheng and Dezert [63] have used the same formula
to estimate the reliability with a different measure of conflict, which is also based on Jousselmes
distance. However, Weiru Liu [62] showed that the distance alone does not necessarily indicate
the conflict/inconsistency among bodies of evidence, and that the reliability of bodies of evidence
depends on the consistency instead of similarity of evidence. In the current work, we estimate
the reliability of i-th body of evidence based on the proposed measure of conflict (Def. 11) and
denote its coefficient of reliability by i (0 i 1). In addition, we assume that the more bodies
of evidence are strongly conflicted with the i-th body, the less reliable the i-th body of evidence
becomes, consequently the smaller i is. We propose the following procedure for estimating the
reliability of bodies of evidence in the following.
1. The case of two bodies of evidence represented by {m1 , m2 }.
Since the measure of conflict is commutative, both m1 and m2 are strongly conflicted with
the same number of m-functions: either 1 or 0. Therefore, we consider that m1 and m2 have
the same reliability, consequently, assign the same value to i (i = 1, 2). However, as it is not
possible to decide the reliability of the two bodies of evidence without additional information,
it stands to reason that we assume the average value 0.5 for the coefficients of reliability 1
and 2 .
2. The case of several bodies of evidence.
Suppose m1 , ..., mN S are the m-functions corresponding to N S bodies of evidence. The
reliability of bodies of evidence is estimated using the following iterative procedure:
63
(a) Let Sk be the set of m-functions under consideration, and Sk Sk be the set of mfunctions with known coefficients of reliability. Initially, S0 = {m1 , m2 , ..., mN S }, and
the coefficients of reliability for all the bodies of evidence are unknown, therefore S0 = .
(b) Set the iteration index k = 1.
(c) Let Sk = Sk1 Sk1 . Construct a matrix Pk , with Pk (i, j) = 1 if mi , mj Sk are
strongly conflicted (1 i, j |Sk | where |Sk | is the number of the m-functions in the
set Sk ), and Pk (i, j) = 0 otherwise.
(d) Stop if Pk (i, j) = 0 for all 1 i, j |Sk |, and the coefficient of reliability is one for all
the m-functions in the set Sk ; continue otherwise.
(e) Find the set of nk m-functions Sk = {mk1 , mk2 , ..., mknk } that are strongly conflicted
with the most number of bodies of evidence. The number is denoted as Nconf :
Nconf = ||Pk || .
(3.51)
P
k
The indices of the m-functions in Sk are {kx }nx=1
= {i| j Pk (i, j) = Nconf }. Assuming
that the more bodies of evidence are strongly conflicted with the kx -th body, the less
reliable the kx -th body of evidence becomes, so that the coefficient of reliability kx
should decrease as the number Nconf increases. We simply take kx = 1/(2Nconf ).
(f) Let k = k + 1, go to (c).
Note: We propose the above procedure under an assumption that the i-th body of evidence
strongly conflicted with a less reliable body does not influence the reliability of the i-th body
of evidence (i.e., it does not increase the number of bodies of evidence strongly conflicted
with the i-th body).
The coefficient of reliability i is used as the discounting factor in the discounting procedure.
Discounting.
A discounting is defined as the following transformation of an m-function:

m (C) = m(C), C X,
m (X) = m(X) + (1 ),
The coefficient 0 1 is called the discounting factor. It takes the coefficient of reliability
i as its value for the m-function mi .
Remark: For two bodies of evidence, let 1 and 2 be the discounting factors associated with
m1 and m2 respectively. The global conflict, i.e., the mass assigned to the empty set k(m1 , m2 ) is
decreased to 1 2 k(m1 , m2 ) after discounting.
64
Example 12. Discount the two strongly conflicting m-functions given in Zadehs example, i.e., the
two m-functions defined on the universal set X = {1 , 2 , 3 }:
m1 : m1 ({1 }) = 0.9; m1 ({2 }) = 0.1; m1 ({3 }) = 0,
m2 : m2 ({1 }) = 0; m2 ({2 }) = 0.1; m2 ({3 }) = 0.9.
Discounting: take 1 = 0.5, 2 = 0.5.
m
1 ({1 }) = 0.45; m
1 ({2 }) = 0.05; m
1 ({3 }) = 0.00; m
1 (X) = 0.5,
m
2 ({1 }) = 0.00; m
2 ({2 }) = 0.05; m
2 ({3 }) = 0.45; m
2 (X) = 0.5.
Before discounting: m () = 0.99; After discounting: m () = 0.2475.
3.3.3
Inagakis Combination Rule with a Single Parameter
Following the discounting procedure, we combine the reconstructed m-functions using Inagakis
combination rule with a single parameter . As mentioned earlier, one has to choose the optimal
value for the unknown parameter.
Intuitively, the optimal value for should be chosen so that the combined m-function represents
the greatest amount of information similar to that represented by the individual m-functions. In
other words, the dissimilarity between the combined m-function and the individual mi s (1 i
N S, where N S is the number of bodies of evidence) should be minimized, assuming that the
less dissimilarity the two m-functions have, the greater amount of similar information the two
m-functions represent.
We define the total distance in the following to measure the dissimilarity between the combined
m-function and the individual m-functions.
Definition 13. The total distance is defined as the root mean square of Jousselmes distances
between the combined m-function and the individual m-functions (m1 , m2 ... mN S ):
Dis =
1/2
1
dJou (m, m1 )2 + dJou (m, m2 )2 + ... + dJou (m, mN S )2
.
NS
(3.52)
The total distance is an implicit function of the unknown parameter since the combined
m-function using Inagakis combination rule depends on (i.e., m = mIKI ()), and we want to
65
minimize the total distance with respect to . The total distance can explicitly be rewritten as the
objective function,
J() =
1
~ IKI () m
~ 1 ) + ...
(m
~ IKI () m
~ 1 )T D(m
2N S

1/2
T
~ IKI () m
~ NS)
,
+ (m
~ IKI () m
~ N S ) D(m
(3.53)
1
,
1 m () m (X)
(3.54)
subject to
0
and the optimal value of the parameter satisfies J( ) = min J().

Solution of the Minimization Problem.
We write the combined m-function with Inagakis
combination rule mIKI () (m() or m for short) in the vector form:
(1
+
m
()) m
~ (2)
.
..
m()
~
=
(1 + m ()) m
~ (2N 1)
(1 + m ()) m (X) + (1 + m () ) m ()
where m is the conjunctive sum of the N S m-functions to be combined (the given m1 , m2 ,...,
mN S with the universal set X and N = |X|), m () is the mass assigned to and m (X) is the
mass assigned to the universal set.
Let = 1 + m () for simplicity, and rewrite m
~ as
m
~
(2)
..
m
~ =
.
m
~ (2 1)
m () + m (X) 1
Let
m
~ m
0
m
~ (2)
..
.
0
0
..
.

+

0
1
0
0
..
.
~c=
and m
0
m
~ (2N 1)
1
m () + m (X) 1
Then m
~ = m
~ m + m
~ c . Notice that both the vectors m
~ m (involving m ) and m
~ c are constant
vectors, independent of the parameter .
66
Now consider the first term in the objective function (without the constant factor 1/(2N S)):
~ m
~ 1)
2 d2Jou (m, m1 ) = (m
~ m
~ 1 )T D(m
~ m + m
~cm
~ 1)
= ( m
~ m + m
~cm
~ 1 )T D( m
= ( m
~ m (m
~1m
~ c ))T D( m
~ m (m
~1m
~ c ))
~ m m
~ 1 )
= ( m
~ m m
~ 1 )T D( m
T
2m
= ()
~ Tm Dm
~ m 2 m
~ Tm Dm
~ 1 + m
~ 1 m
~ 1 .
Here m
~ i = m
~i m
~ c (i = 1, 2, ..., N S).
The sum of the N S terms in the objective function is a second order polynomial
2 + C2 + C3
2 N S (J())2 = C1 ()
with the following coefficients:
C1 = N S m
~ Tm Dm
~ m ,
C2 = 2 (m
~ Tm Dm
~ 1 + m
~ Tm Dm
~ 2 + ... + m
~ Tm Dm
~ N S ),
T
T
T
~ 1 m
~ 1 + m
~ 2 m
~ 2 + ... + m
~ N S m
~ N S .
C3 = m
The objective function J() is minimized when = C2 /(2C1 ). Taking into account the
domain of , (the optimal choice of ) should be

1. = 0 if < 1;
2. =
1
m ()
3. =
1
1m ()m (X)
if 1
m ()
1m ()m (X) ;
if >
m ()
1m ()m (X) .
Example 13. Let X = {1 , 2 } be a universal set, and the two bodies of evidence are represented
by the two m-functions:
m1 : m1 ({1 }) = 0.8; m1 ({2 }) = 0.14; m1 (X) = 0.06,
m2 : m2 ({1 }) = 0.8; m2 ({2 }) = 0.14; m2 (X) = 0.06.
The combined m-function using Dempsters rule is
m({1 }) = 0.9485; m({2 }) = 0.0469; m(X) = 0.0046.
67
The combined m-function using Yagers rule is

mY ager ({1 }) = 0.7360; mY ager ({2 }) = 0.0364; mY ager (X) = 0.2276.
The combined m-function using Inagakis combination rule with the optimal parameter is
mIKI ({1 }) = 0.8050; mIKI ({2 }) = 0.0398; mIKI (X) = 0.1552.
As mentioned earlier, under the assumption that the less dissimilarity the two m-functions
have, the greater amount of similar information the two m-functions represent, the combined mfunction with the shorter total distance (the root mean square of Jousselmes distances between
the combined m-function and the individual m-functions) represents a lower dissimilarity with the
individual m-functions. The comparison of the results from the three combination rules regarding
the total distance is shown in Table 3.2.
Table 3.2: The total distance (the root mean square of Jousselmes distances between
the individual m-functions and the combined m-function from three different combination
rules)
Combination
rules
Dis
Dempsters rule
of combination
1.2887
0.1239
Yagers
rule
0
0.0861
Inagakis
rule
0.4183
0.0709
It indicates that the combined m-function from Inagakis combination rule with the optimal
has the least dissimilarity with the individual m-functions (m1 and m2 ) and therefore represents
the greatest amount of information similar to that represented by m1 and m2 .
Note: The mean rule [77] and the cautious rule [25, 54] yield the combined BBA m = m1 = m2 .
However, Inagakis unified rule (as well as Dempsters and Yagers rules) does not possess this
idempotent property. As pointed out by Denux [25], this property is suitable for combining belief
functions induced by overlapping bodies of evidence. In present work, we consider distinct bodies
of evidence.
3.3.4
The Combination Procedure and Examples
We now propose a robust and comprehensive combination procedure to combine given multiple
m-functions (m1 , m2 , ..., mN S ):
68
1. Test if strong conflict exists in the pool of bodies of evidence (according to Def. 12), if so, go
to Step 2; otherwise, go to Step 3.
2. Estimate reliability of the bodies of evidence and reconstruct the m-functions using discounting.
3. Optimize the parameter in Inagakis combination rule so that the combined m-function has
the least dissimilarity with the individual m-functions.
The procedure is illustrated in the following examples.
Example 14. Combine the two m-functions given in Zadehs example, i.e., the two m-functions
defined on the universal set X = {1 , 2 , 3 }:
m1 : m1 ({1 }) = 0.9; m1 ({2 }) = 0.1; m1 ({3 }) = 0,
m2 : m2 ({1 }) = 0; m2 ({2 }) = 0.1; m2 ({3 }) = 0.9.
1. The two m-functions are in strong conflict according to Def. 11 (see Example 5).
2. The two m-functions are reconstructed using discounting with the discounting factors 1 =
2 = 0.5 (see Example 12).
3. The combined m-function is obtained using Inagakis combination rule with the optimal
parameter = 0.
m({1 }) = 0.2250; m({2 }) = 0.0525; m({3 }) = 0.2250; m(X) = 0.4975.
The combined m-function obtained from the proposed combination procedure is compared to
those obtained from Dempsters rule of combination and Yagers rule (Table. 3.3).
Table 3.3: The combined m-functions from Dempsters rule of combination, Yagers rule
and the proposed procedure for two bodies of evidence
Belief mass
Dempsters rule of combination
Yagers rule
The proposed procedure
m(1 )
0
0
0.2250
m(2 )
1
0.01
0.0525
m(3 )
0
0
0.2250
m(X)
0
0.99
0.4975
Recall that m1 and m2 in Zadehs example indicate that one body of evidence supports {1 }
strongly while the other supports {3 } strongly, and both bodies of evidence support {2 } with
69
small belief mass 0.1. The combined m-function from Dempsters rule assigns the whole belief to
{2 }, i.e., m(2 ) = 1, indicating that {2 } happens for sure; the combined m-function from Yagers
rule assigns the belief mass 0.99 to the universal set, increasing the uncertainty; the combined
m-function from the proposed procedure shows equally strong support for {1 } and {3 } and much
less support for {2 }, consistent with ones intuition. Thus it is concluded that the result from the
proposed procedure is the most reasonable.
Example 15. Let X = {1 , 2 , 3 } be a universal set, and the four m-functions m1 , m2 , m3 , and
m4 are defined on X as follows
m1 ({1 }) = 0.3; m1 ({2 }) = 0.6; m1 ({3 }) = 0.1,
m2 ({1 }) = 0.9; m2 ({2 }) = 0.1; m2 ({3 }) = 0.0,
m3 ({1 }) = 0.0; m3 ({2 }) = 0.1; m3 ({3 }) = 0.9,
m4 ({1 }) = 0.1; m4 ({2 }) = 0.0; m4 ({3 }) = 0.9.
The proposed procedure is implemented as follows.
1. Test if the pool of four bodies of evidence
The conflict matrix is K = (k(mi , mj ))
0.54
0.67
K=
0.85
0.88
involves strong conflict.

0.67
0.18
0.99
0.91
0.85
0.99
0.18
0.19
0.88
0.91
0.19
0.18
The thresholds 1 = 0.8667 and 2 = 0.6 are the same for any pair of m-functions. According
to Def. 11, m2 and m3 are in strong conflict, m2 and m4 are in strong conflict, and m1 and
m4 are in strong conflict. Therefore the pool of four bodies of evidence represented by the
four m-functions involves strong conflict according to Def. 12.
2. Estimate the reliability of the four bodies of evidence and determine the discounting factors.
Let Sk be the set of the m-functions under consideration, and Sk Sk be the set of the
m-functions with known coefficients of reliability. Initially, S0 = {m1 , m2 , m3 , m4 }, and the
coefficients of reliability for all the bodies of evidence are unknown, therefore S0 = .
Set the iteration index k = 1. S1 = S0 S0 = S0 . From the matrix
0 0 0 1
0 0 1 1
P1 =
0 1 0 0 ,
1 1 0 0
70
k
we have Nconf = 2, nk = 2 and the indices are 2 and 4 (i.e., {kx }nx=1
= {2, 4}). Thus the
discounting factors are 2 = 4 = 1/4, and the set of the m-functions with known discounting
factors is S1 = {m2 , m4 }.
Then set k = 2; the set of the m-functions under consideration becomes S2 = S1 S1 =

{m1 , m3 }. Since the matrix P2 (i, j) = 0 for all 1 i, j 2, we have 1 = 3 = 1.
Then the four m-functions are reconstructed using discounting. The new m-functions are
m
1 = m1 , m
3 = m3 and
m
2 ({1 }) = 0.225; m
2 ({2 }) = 0.025; m
2 ({3 }) = 0.0; m
2 (X) = 0.75;
m
4 ({1 }) = 0.025; m
4 ({2 }) = 0.0; m
4 ({3 }) = 0.225; m
4 (X) = 0.75.
3. The reconstructed m-functions are combined using Inagakis combination rule with the optimal parameter = 4.8 and the combined m-function is
m({2 }) = 0.1854; m({3 }) = 0.3498; m(X) = 0.4648.
(3.55)
We compare the combined m-function obtained from the proposed combination procedure to
those obtained from Dempsters rule of combination and Yagers rule in Table. 3.4.
and the proposed procedure for four bodies of evidence
Belief mass
Yagers rule
m(1 )
0
0
m(2 )
0
0.1854
m(3 )
0
0.3498
m(X)
1
0.4648
Dempsters rule of combination is not applicable in this example since m () = 1; Yagers

rule produces the vacuous m-function as the result. The proposed procedure is applicable and the
resulting m-function is informative. Intuitively, the four m-functions in Example 15 indicate that
m2 is in strong conflict with both m3 and m4 , while m4 is in strong conflict with both m1 and m2 ,
which are detected by Def. 12 successfully. Then m2 and m4 are reconstructed using discounting.
In addition, we expect that the combined m-function gives the highest support to {3 } and the
second highest support to {2 }, since {3 } is strongly supported by m3 (with belief mass 0.9), {2 }
is supported by m1 with belief mass 0.6, and m1 and m3 are more reliable than m2 and m4 . The
combined m-function from the proposed procedure satisfies the expectation.
71
In the previous two examples, the m-functions are Bayesian. We now illustrate the procedure
in the following example with non-Bayesian m-functions.
Example 16. Let X = {1 , 2 , ..., 6 } be a universal set, and the three m-functions m1 , m2 , and
m3 are generated randomly using Matlab (see the code in Appx. A):
m1 : m1 ({2 }) = 0.0014; m1 ({1 , ..., 5 }) = 0.0013; m1 ({6 }) = 0.9973,
m2 : m2 ({3 }) = 0.6540; m2 ({2 , 4 }) = 0.3460,
m3 : m3 ({1 }) = 0.0035; m3 ({2 }) = 0.7544; m3 ({4 }) = 0.2155;
m3 ({6 }) = 0.0024; m3 ({2 , 5 , 6 }) = 0.0242.
The combined m-functions using Dempsters rule of combination, Yagers rule and the proposed
procedure, respectively, are provided in Table. 3.5. Dempsters rule of combination indicates that
the bodies of evidence support {2 } most strongly, and it does not provide any information regarding
the uncertainty or conflict in the pool of bodies of evidence. Yagers rule provides little information,
if any, regarding the preference of bodies of evidence with regard to the propositions. It indicates
that the bodies of evidence are almost fully inconsistent with each other or non-informative. The
m-function from the proposed procedure indicates that the bodies of evidence support {2 } most
strongly and implies significant uncertainty or conflict.
and the proposed procedure for non-Bayesian m-functions
Belief mass
Yagers rule
m(2 )
0.8824
0.0007
0.4429
m(4 )
0.1176
0.0001
0.1225
m(X)
0
0.9992
0.4346
These examples support the conclusion that the proposed combination procedure out performs
Dempsters rule and Yagers rule.
72
CHAPTER 4
APPLICATIONS
This chapter focuses on the applications of the DS theory to uncertainty quantification and data
fusion in real problems: uncertainty quantification in aircraft trajectories and data fusion in radiotherapy dose response outcome analysis.
4.1
Uncertainty Quantification in Flight Plans
The next generation air transportation system (NGATS) requires an increase in air traffic
management effectiveness, flexibility and efficiency, while maintaining safety. The NGATS Vision
Briefing (2005) identified aircraft trajectory-based operations (TBO) as one of the main mechanisms
for managing traffic in high-complexity airspace. Such operations require the prediction of four
dimensional aircraft trajectories (4DT) for each aircraft. A precise 4DT includes the centerline
of a path (latitude, longitude and altitude), the uncertainty in positions and the time information
(e.g., departure and arrival times). To get an accurate prediction of 4DT, advanced mathematical
and computational tools must be developed for representing or quantifying uncertainty in planned
aircraft trajectories. This includes uncertainty in the aircraft position at a given time, as well
as time uncertainty at a given spatial position. The uncertainty in flight plan originates from
the inadequate knowledge of the input parameters, approximations involved in mathematical and
computational models, variability of atmospheric conditions as well as human factors in a dynamic
system. It is difficult, if not impossible, to isolate the sources of uncertainty and quantify their
impact individually. The objective of the present section is to apply the MinMax method to
construct the belief functions to quantify the combined contribution from all uncertainty sources
the total uncertainty in the aircraft trajectories.
Previous research has proposed various probabilistic methods for measuring prediction uncertainty in aircraft trajectories. Green and Vivona [38] evaluated prediction accuracy of the descent
advisor trajectory in terms of errors (mean and standard deviation) in spatial position and arrival
time on meter fix. Cale, Liu, Oaks, Paglione and Summerill [12] applied an interval based sam-
73
pling technique to measure the spatial uncertainty at given sample times based on the surveillance
radar position report and model predictions of trajectories at various times. A linear relationship
between the Mean Horizontal Error and Look Ahead Time was obtained. Mueller and Chatterji
[76] analyzed both the arrival and departure time uncertainty based on the historical delay data
for ten major airports. They showed that the Poisson distribution was an appropriate model for
the departure delay while arrival delay was better modeled by a Gaussian distribution. However,
since arrival and departure time uncertainty may be sensitive to the aircraft and flight, their estimation of the delay may not reflect the delay of an individual flight. Oseguera-Lohr and Williams
[81] compared three different arrival procedures in regard to the arrival time errors. The mean
and standard deviation were calculated for both spatial and time uncertainty. The results showed
that the use of a Flight Management System (FMS) could reduce Center TRACON Automation
System (CTAS) arrival time uncertainty. However, it may not be possible to equip some specific
aircraft with FMS. Gong and McNally [36] calculated the trajectory prediction errors in terms of
along track and cross track error for separated trajectory phases: climb phase, level-flight phase
and descent phase, and the accuracy statistics for a large number of commercial jet flights were
displayed in histogram format. Different methods to divide the trajectories into different phases
based on available data were described in detail by Garcia-Chico and Vivona [33]. Paglione and
Oaks [83] used the interval sampling technique to measure the spatial uncertainty in aircraft trajectory. However, the time uncertainty was not quantified and the input required by this technique
may not always be available. In sum, most previous work measured uncertainty in terms of a
Gaussian model (i.e., mean, standard deviation), the root-sum-square and the sum of the absolute
values [72]. However, these traditional approaches are best suited for treating parametric uncertainty and describing the contribution from identified sources and ignoring the interaction among
different types of uncertainty sources. The present problem contains parametric uncertainty as well
as model uncertainty, and the Dempster-Shafer theory of evidence is appropriate for treating such
problems wherein these two types of uncertainty are interwoven. With a full data set (longitude,
latitude, altitude and time) being available, uncertainty in an aircraft flight plan (expected 4DT)
can be quantified in the framework of the DS theory. Unfortunately, the publicly available flight
plan only contains the information on the scheduled departure, arrival times and the way points
on the scheduled trajectory. Therefore, the current work considers the application of the approach
74
to uncertainty quantification in departure/arrival times and a given flight phase (climb, descent or
en-route phases) of the 4DT horizontal projection (longitude and latitude) [44].
This section is organized as follows. Sec. 4.1.1 presents the data selection from the available
FAA flight plan database. The data in flight plans is translated to the DS theory language and the
mathematical problem is specified in Sec. 4.1.2. The belief functions representing the uncertainty
in the departure/arrival times and the horizontal projection of the trajectories are shown and
discussed in Sec. 4.1.3.
4.1.1
Data Processing and Selection
The FAAs Airspace Situation Display to Industry (ASDI) data feed a subsystem of the
Enhanced Traffic Management System (ETMS) provides the flight plan and the actual tracked or
reported aircraft information from the National Airspace System (NAS) to the airlines and other
organizations in real-time or near real-time depending on the need. The flight plan information
extracted for the analysis from ASDI data feed includes the date of the flight, the airlines flight
number, the departure and destination airports for this flight, the scheduled departure time (SDT)
as filed in the flight plan, the scheduled time of arrival (STA) as filed in the flight plan, the actual
departure time (ADT) as recorded at take off, the estimated time of arrival (ETA) as computed
at the ADT, the actual time of arrival (ATA) as recorded upon landing, and the route of flight as
filed in the flight plan just prior to departure. The actual track report information extracted for
the analysis includes the actual tracked positions (latitude, longitude, and altitude) and the ground
speed at those positions of each flight [89].
For analysis purposes, two flights between two different city pairs with the mostly consistent filed
routes and aircraft types over several months time, from 01 Sept 2008 to 17 Jan 2009, were identified
using the FAAs Post Operations Evaluations Tool (see http://cdm.fly.faa.gov/products/poet1.html).
The city pairs for the flights were chosen to represent a cross-country flight and a southeastern
flight through Florida from a busy hub airport, Atlanta Harsfield-Jackson Intl (KATL). The two
chosen flights were Delta DAL1212 from Los Angeles (KLAX) to Atlanta (KATL) and Airtran
Airways TRS841 from Atlanta (KATL) to Orlando (KMCO). A pair of flight plans and actual
tracked/reported trajectories correspond to the flight each day [88].
75
4.1.2
Problem Formulation
Uncertainty Quantification in the Departure and Arrival Times [88].
In application
to the flight plan departure and arrival times, the quantities of interest are the Actual Departure
Time (ADT) from and the Actual Time of Arrival (ATA) to an airport. For ADT, the proposition
of interest is that the deviation of ADT from the Scheduled Departure Time (SDT) is inside an
interval A. For ATA, two pre-planned times are available: the Scheduled Time of Arrival (STA)
and the Estimated Time of Arrival (ETA). The former is issued along with SDT in the initial
flight plan. The later is issued at the actual departure time. Therefore, there are two relevant
propositions of interest: ATA deviates from STA inside an interval B and ATA deviates from
ETA inside an interval C.
In mathematical terms, the simplest metric that characterizes how close pre-planned and actual
times are is the deviation defined as: TD = ADT SDT , TA = AT A ST A, TEA =
AT A ET A for the two times of interest. As flights occur on a regular basis, there is an extensive
database of each time deviation T (TD , TA , and TEA ) that can be used to describe the
uncertainty in the past flight plans corresponding to a given flight. Describing the uncertainty
means constructing belief functions for the quantities of interest. In regard to the departure and
arrival times, three belief functions (one for ADT and two for ATA) should be constructed. The
characteristics of belief functions will be analyzed next.
Taking ADT as an example, the number of the past flights and, therefore, of available TD -data
is finite. The collection of all the available TD forms a finite set, which is the data set {TD }.
The MinMax method introduced in Sec. 3.1.1 is implemented to construct a concave m-function
on the data set. The m-function constructed in such a manner completely describes the accuracy
and credibility of flight plans in regard to the departure/arrival times. The belief mass assigned
to a subinterval reflects the portion of our belief that ADT deviates from SDT in this subinterval
and thus, represents our confidence (credibility) in the flight plans for a given flight. As previous
studies [90, 92, 91] show, the maximum degree of belief assigned to a subinterval is always less
than one, except when the vacuous m-function is obtained. The accuracy is represented by the
characteristics of the m-function: the subinterval length D , the total range DT otal , and the
distance (denoted as D0 ) between the point TD = 0 and the endpoint of the subinterval with
the maximum belief mass closer to this point. These characteristics can be compared to the ones
76
of the ideal m-function (D = DT otal = ini , D0 = 0), which corresponds to the proposition
that the actual time deviates from the pre-planned time within ini minutes. Since ini is the
minimum desirable length, the smaller D , Dtotal and D0 are, the more accurate the prediction
is. One can also construct the corresponding CDF and CPF for the uncertainty in the pre-planned
time, which indicate the minimum and the maximum possibilities that the ADT deviates from
EDT less than a specific time TD .
Similarly, the characteristics of the m-function representing the uncertainty in STA are the
subinterval length A , the total range AT otal , and the distance A0 ; while the characteristics of
the m-function corresponding to ETA are EA , EAT otal and EA0 .
We should mention that the m-function reflects the current available information and that
additional data may change the subinterval length, the total range and the m-function itself. The mfunction represents the total uncertainty (aleatory and epistemic) in flight plans. Theoretically, with
more knowledge, the epistemic uncertainty will be reduced, although never diminished completely.
Uncertainty Quantification in the Horizontal Projection of the Trajectories [87].
The horizontal projection of a scheduled 4DT is defined by a few way points, each with a specific
pair of latitude and longitude. Even though a new 4DT is issued for each flight every day, some way
points are fixed and can be used to determine the flight phases (climb, en-route and descent) in a
given flight with specific time of departure. Once a flight phase in the 4DT horizontal projection is
identified, the proposition of interest becomes the actual trajectory in a given flight phase deviates
from the planned 4DT trajectory inside an interval D. The deviation is denoted as S, specifically,
SC for the climb phase, SE for the en-route and SD for the descent phase. The horizontal
projection of the actual trajectory is defined by the latitude and longitude of the surveillance radar
track points (RTP). The distance (S) between the actual and scheduled trajectories is calculated
as the shortest distance from a radar track point to a planned 4DT segment specified by two way
points closest to the radar track point (Fig. 4.1 [83]). In the present work, calculation of the
shortest distance is conducted in a standard way [52] with the assumption of the spherical surface
of the Earth (See Appx. C).
As a rule, the actual flight data contains many radar track points that determine an aircrafts
positions between any two given 4DT way points. Therefore, a set of data for the shortest distance
is available for a given flight phase during a single flight. The set of the shortest distances from all
77
Figure 4.1: Radar track points and scheduled trajectory segment.
available radar track points in a given flight phase to the corresponding 4DT segments constitutes an
extensive database, which can be used to describe uncertainty in the past flight plans corresponding
to a given flight. The data for several days with a flight segment in which their 4DTs are specified by
the same way points can be combined together to further improve the statistical data representation.
In the ideal case, an aircraft follows exactly its planned 4DT, and the deviation Sideal is equal
to zero or is within a certain tolerance determined by the precision of the trajectory predictions
and/or the safety requirements. In reality, flight trajectories always deviate from their 4DTs, and
the distance S deviates from its ideal value Sideal .
Uncertainty quantification requires constructing belief functions for a quantity of interest. For
each specific scheduled departure time (SDT), three belief functions should be constructed on the
three data sets {SC }, {SE } and {SD } for the climb, en-route and descent phases.
4.1.3
Discussion of Results
Uncertainty in the Pre-planned Departure/Arrival Times. The two flights a long

distance flight Delta DAL1212 from Los Angeles to Atlanta and a short distance flight Airtran
Airways TRS841 from Atlanta to Orlando are used to demonstrate the methodology. We have
three data sets for flight DAL1212 from 56 days with SDT = 13:10, 44 days with SDT = 14:00
and 30 days with SDT = 14:25, and two other data sets for TRS841 from 56 days with SDT =
12:50 and 66 days with SDT = 13:45.
78
The uncertainty in scheduled departure time, scheduled and estimated arrival times is studied
for each data set. To construct the belief functions, the initial subinterval length ini needs to
be specified in advance. Since all the possible values in the data set are integers, the minimum
0.5
0.5
0.4
0.4
Belief mass
Belief mass
desirable subinterval length is taken as ini = 1.
0.3
0.2
0.1
0.3
0.2
0.1
12
18
TD (min)
24
28
11
20
TA (min)
(b)
0.5
0.4
0.8
CBFs and CPFs
Belief mass
(a)
30
0.3
0.2
0.6
0.4
CBF T
CPF TD
CBF T
0.1
0.2
CPF T
CBF T
EA
CPF T
EA
0
5
8 11
0
5
EA
(c)
10
15
20
T (min)
25
30
35
(d)
Figure 4.2: The m-functions for the DAL1212 flight with SDT = 13:10: (a) uncertainty
in predicting the departure time, (b) uncertainty in predicting the arrival time as in the
flight plan, (c) uncertainty in predicting the arrival time at the actual departure time, (d)
the corresponding CBFs and CPFs.
Figure 4.2 shows three m-functions for the DAL1212 flight with SDT = 13:10: (a) the mfunction representing the uncertainty in the flight plan departure time (ADT SDT ) with D = 3,
DT otal = 16, D0 = 18, (b) the m-function representing the uncertainty in the flight plan arrival
time as in the initial flight plan (AT A ST A) with A = 5, AT otal = 23, A0 = 20, and (c)
the m-function representing the uncertainty in the estimated arrival time at the actual departure
time (AT A ET A) with EA = 2, EAT otal = 16, EA0 = 0. Comparing the three m-functions,
79
one can observe that the most accurate one is the prediction of the arrival time made at the actual
departure time (Fig. 4.2(c)) since EA , EAT otal , EA0 are the smallest. The evidence supports
that the actual departure time deviates from the scheduled departure time mostly by 18-21 minutes,
the actual arrival time deviates from the scheduled arrival time mostly by 20-25 minutes, and the
actual arrival time deviates from the estimated arrival time mostly by 0-2 minutes.
The CBFs and CPFs corresponding to the three m-functions are shown in Fig. 4.2(d). One
can note that for any T , we have CBFTEA (T ) > CP FTD (T ) and CBFTEA (T ) >
CP FTA (T ), i.e., the minimum possibility of TEA < T being true is higher than both the
maximum possibility of TD < T being true and the maximum possibility of TA < T
being true. Therefore, the comparison of the CBFs/CPFs also indicates that the prediction of
arrival time made at the time of actual flight departure is the most accurate. Similar observations
are made for the flight with SDT = 14:00 and SDT = 14:25.
Figure 4.3 shows the three m-functions for the other flight TRS841 with SDT = 12:50. Comparing these three m-functions, the most accurate one is also the prediction of the arrival time
made at the actual departure time (Fig. 4.3(c)) since EA (= 2) < A (= 8) < D (= 15),
EAT otal (= 10) < D (= 51) < A (= 53), EA0 (= 2) < D0 (= 15) < A0 (= 24). The CBFs
and CPFs corresponding to the three m-functions are shown in Fig. 4.3(d). These results indicate
that for any T , we have CBFTEA (T ) > CP FTD (T ) and CBFTEA (T ) > CP FTA (T ),
i.e., the minimum possibility of TEA < T being true is higher than both the maximum possibility of TD < T being true and the maximum possibility of TA < T being true.
Therefore, the prediction of arrival time made at the actual departure time is the most accurate.
Similar observations are made for the TRS841 flight with SDT = 13:40.
It is interesting to compare the m-functions (Figs. 4.2 and 4.3) for both flights as these flights
have closely scheduled departure times (13:10 and 12:50) and the same number of days (56). Despite
the fact that the TRS841 flight is shorter, its actual departure and arrival times are more likely to
deviate from the scheduled times (i.e., with more uncertainty regarding delays). As Atlanta and
Orlando are both close to the Atlantic coast, one would expect weather to be a strong factor in
these delays. Once in the air, the DAL1212 flight is more likely to arrive on time since the degree
of belief assigned to the interval from 0 to 2 minutes is higher than that for the TRS841 flight:
0.23 vs. 0.09. Moreover, the evidence for the DAL1212 flight supports the interval [0, 2 min] with
80
0.5
0.4
0.4
Belief mass
Belief mass
0.5
0.3
0.2
0.1
0.3
0.2
0.1
15
30
T (min)
45
58
24
40
T (min)
(a)
(b)
0.5
0.4
0.8
CBFs and CPFs
Belief mass
56
0.3
0.2
0.6
CBF TD
0.4
CPF T
CBF T
0.1
CPF T
0.2
CBF T
EA
CPF T
EA
0 4 8
0
TEA
(c)
10
20
30
40
T (min)
50
60
(d)
Figure 4.3: The m-functions for the TRS841 flight with SDT = 12:50: (a) uncertainty
in predicting the departure time, (b) uncertainty in predicting the arrival time as in the
flight plan, (c) uncertainty in predicting the arrival time at the actual departure time, (d)
the corresponding CBFs and CPFs.
81
CBFs and CPFs
0.8
0.6
0.4
CBF (13:10)
CPF (13:10)
CBF (12:50)
CPF (12:50)
0.2
10
20
30
T (min)
40
50
60
(a)
1
CBFs and CPFs
0.8
0.6
0.4
CBF (13:10)
CPF (13:10)
CBF (12:50)
CPF (12:50)
0.2
10
20
30
TA (min)
40
50
60
(b)
1
CBFs and CPFs
0.8
0.6
0.4
0.2
0
10
0
5
TEA (min)
10
15
(c)
Figure 4.4: Comparison of CBFs and CPFs for DAL1212 (SDT = 13:10) and TRS841
(SDT = 12:50): (a) uncertainty in predicting the departure time, (b) uncertainty in
predicting the arrival time as in the flight plan, (c) uncertainty in predicting the arrival
time at the actual departure time.
82
the maximum degree of belief. The results shown in Fig. 4.4 (CBFs/CPFs) also indicate that the
scheduled departure/arrival times for the DAL1212 flight have less uncertainty since the beliefs of
the deviation less than any specific T are stronger than those for the TRS841 flight.
Belief mass and probability
0.5
0.4
0.3
0.2
0.1
12
18
24
30
TA (min)
36
41
Figure 4.5: The m-function and Gaussian distribution with sample mean and sample
variance for the DAL1212 flight with SDT = 14:00.
Figure 4.5 compares the m-function to the Gaussian distribution built with the sample mean
A = 22 and the sample standard deviation A = 11.9. Both are used to represent the uncertainty
in ST A for the DAL1212 flight at the scheduled departure time 14:00. The Gaussian distribution
assigns higher probability to AT A delays in the interval I2 = [18 min, 24 min] (P (I2 ) = 0.1982)
compared to the probability of the interval I1 = [12 min, 18 min] (P (I1 ) = 0.1676), which is in
contradiction with what occurred in reality. In contrast, the m-function does not rely on any
assumptions and simply reflects the reality.
Uncertainty in the Horizontal Projection of Aircraft Trajectories.
The same flights
a long distance flight Delta DAL1212 from Los Angeles to Atlanta and a short distance flight
Airtran Airways TRS841 from Atlanta to Orlando are used to demonstrate the methodology. We
have three data sets for DAL1212 from 51 days with SDT = 13:10, 36 days with SDT = 14:00 and
26 days with SDT = 14:25, and two other data sets for TRS841 from 55 days with SDT = 12:50
and 66 days with SDT = 13:45. Three flight phases the climb, en-route and descent are studied
for each data set. The numbers of the available actual aircraft RTP for each flight in different flight
83
phases are provided in Table 4.1. The m-/belief functions corresponding to each phase for different
scheduled departure times are constructed.
Table 4.1: Statistics available for the two flights
Flight
DAL1212
Flight
phase
climb
descent
en-route
TRS841
climb
descent
en-route
Departure
time
13:10
14:00
14:25
13:10
14:00
14:25
13:10
14:00
14:25
12:50
13:45
12:50
13:45
12:50
13:45
Number
of days
51
36
26
51
36
26
51
36
26
55
66
55
66
55
66
Number of
RTPs
1585
1059
780
5643
4080
3136
7636
5241
3724
2817
3473
2273
2711
819
920
Number of RTPs
neglected
80
53
39
283
204
157
382
263
187
241
174
114
136
41
46
To construct the m-functions, the initial subinterval length ini should be specified in advance.
Similar to the example in Sec. 3.1.2, our experiments show that the change of the m-functions
(consequently the change of the characteristics of the m-functions) approaches zero as ini decreases
in the current application. Here we take ini = 0.0001.
The m-functions representing the uncertainty in the horizontal projection of the scheduled 4DT
for the TRS841 flight are shown in Fig. 4.6. Figures 4.6(a)-(c) correspond to the uncertainty
in the climb, en-route and descent phases respectively with SDT = 12:55, while Figs. 4.6(e)-(g)
correspond to those with SDT = 13:40. One can notice that the m-functions or the characteristics of
the m-functions change from one phase to another for the flight with the same scheduled departure
time. This observation indicates that the uncertainty in the flight plan trajectories is sensitive to
the flight phases. For both departure times, the subinterval length and the total range T otal
are relatively smaller in the flight en-route phase compared to those in the flight climb phase, and
are the smallest in the descent phase. In addition, the belief of the deviation of the real trajectory
in descent phase from the scheduled 4DT less than S (for almost any S) is the strongest
84
0.7
0.6
0.6
0.5
0.5
Belief mass
Belief mass
0.7
0.4
0.3
0.4
0.3
0.2
0.2
0.1
0.1
0
0
15.5442
SC (nm)
26.2512
7.8964
(e)
0.7
0.6
0.6
0.5
0.5
Belief mass
Belief mass
(a)
0.4
0.3
0.4
0.3
0.2
0.2
0.1
0.1
0
9.4704
SE (nm)
6.0234
0.6
0.6
0.5
0.5
0.4
0.3
0.4
0.3
0.2
0.2
0.1
0.1
0
0
5.44
10.88
SD (nm)
5.222
0.8
0.8
0.6
CBF climb
CPF climb
CBF enroute
CPF enroute
CBF descent
CPF descent
0.2
10
15
S (nm)
10.444
SD (nm)
(g)
1
CBFs and CPFs
CBFs and CPFs
(c)
1
0.4
12.0468
SE (nm)
(f )
0.7
Belief mass
Belief mass
(b)
0.7
23.6892
0.7
15.7928
S (nm)
20
0.6
CBF climb
CPF climb
CBF enroute
CPF enroute
CBF descent
CPF descent
0.4
0.2
25
(d)
10
15
S (nm)
20
25
(h)
Figure 4.6: The m-functions for the TRS841 flight (a) climb phase with scheduled departure time 12:50, (b) en-route phase with scheduled departure time 12:50, (c) descent
phase with scheduled departure time 12:50, (d) the corresponding CBFs and CPFs with
scheduled departure time 12:50, (e) climb phase with scheduled departure time 13:40, (f)
en-route phase with scheduled departure time 13:40, (g) descent phase with scheduled
departure time 13:40, (h) the corresponding CBFs and CPFs with scheduled departure
time 13:40.
85
compared to those in the climb and en-route phases. Therefore the flight descent phase is predicted
most accurately in the 4DTs for the TRS841 flight.
Table 4.2: The characteristics of the m-functions for the DAL1212 flight
Flight
DAL1212
Flight
phase
climb
descent
en-route
Departure
time
13:10
14:00
14:25
13:10
14:00
14:25
13:10
14:00
14:25
T otal
0.6507
0.9418
0.7685
1.0414
0.7292
1.5621
2.6382
3.4386
4.9036
8.6031
8.5476
9.3741
10.4075
9.3907
15.1723
41.0693
33.2375
43.6238
0
0
0
0
0
0
0
0
0
For the DAL1212 flight, one can also notice (from Table 4.2) that the characteristics of the
m-functions change from one flight phase to another for the same scheduled departure time, and
change from one departure time to another in the same flight phase. The result indicates that the
uncertainty in the scheduled 4DTs is sensitive to both the flight phase and the scheduled departure
time. Table 4.2 also shows that the en-route phase is predicted least accurately for all the three
scheduled departure times; the accuracies of all the three phases of scheduled 4DTs are higher for
the flight with the scheduled departure time 13:10 compared to those with the scheduled departure
time 14:25.
Note: The belief functions constructed in such a way can be combined with a new 4DT to
form an envelope of uncertainty around the scheduled trajectory. Such representations can be used
for predicting and avoiding possible conflicts. If the full database of 4DTs is available, the same
procedure can be used to construct belief functions for an aircraft spatial position variable with
time.
4.2
Data Fusion in Radiotherapy Dose Response Analysis
Radiotherapy, which plays an important role in the treatment of lung cancer, usually leads to
complications (e.g., pneumonitis) due to the radiation. Therefore it is important and necessary
for the physicians to estimate the complication risk according to the published information (the
86
available clinical data) and their experience. In 2010 the Quantitative Analysis of Normal Tissue
Effects in the Clinic (QUANTEC) reviews provide focused summaries of the dose/volume/outcome
information for many organs. The QUANTEC paper also points out the shortcomings of current
predictive models, the limitations and even inconsistency of the data and suggests that the information in the reviews could be updated and improved with the help of new physical and statistical
techniques [67, 8, 68]. The present work introduces a statistical tool from the DS theory to evaluate
dose response. It combines the consistent information from available sources. Gordon and Shortliffe
[37] noted that the advantage of the Dempster-Shafer theory over previous approaches is its ability
to model the narrowing of the hypothesis set with the accumulation of evidence, a process that
characterizes diagnostic reasoning in medicine and expert reasoning in general. More recently, the
DS theory was applied to radiotherapy planning [108, 86] to fuse the dose plans for prostate cancer
patients, and captures the expertise and experience of oncologists in treating previous cases and
recommends a dose for new patient treatment.
Radiation therapy practice involves several levels of information, which inevitably engenders
uncertainty, e.g., the precise measurement of total lung volume is difficult, if not impossible; different
physicians have different opinions of dose effects. In such situations, uncertainty and inconsistency
are introduced into the system and ultimately reflected in the outcomes of the data analysis. The DS
theory is designed to represent the uncertainty in a given data (body of evidence) by allocating the
belief masses to sets or intervals. With the help of the combination procedure, data from multiple
sources can be fused, and the inconsistency/conflict can be examined and reduced by reconstructing
the belief functions 3.3. In this section, a case study of the belief and plausibility in regard to
the occurrence of radiation pneumonitis (RP) is implemented as an example to demonstrate the
application of the theory. The degrees of belief and plausibility are then fitted using the LymanKutcher-Burman (LKB) model [64, 59, 11, 20].
4.2.1
Data Selection
Multiple institutions studied the radiation dose-volume effects for lung cancer, such as the
probability of radiation pneumonitis (in the form of error bars) at different mean lung doses (MLD).
For the purpose of this analysis, we chose the data from four institutions Memorial Sloan-Kettering
Cancer Center (MSKCC [121]), Duke University Medical Center (Duke [47]), MD Anderson Cancer
Center (MD Anderson [112]) and the University of Michigan (Michigan [58]). The incidence ranges
87
of the radiation pneumonitis are collected from either figures or tables of their published references
([121, 47, 112, 58]) and those data points are also illustrated in the QUANTEC review [66]. The
detailed information of these figures and tables is summarized below.
MSKCC (See Fig. 4a [121] and Fig. 2 [66]) Radiation Therapy Oncology Group (RTOG)
Grade 3 in 78 patients from a Phase I dose escalation study (1991-2003) of three-dimensional conformal radiation therapy (3D-CRT) of non-small-cell-lung cancer (NSCLC). The incidence ranges
of RP are read from Fig. 4a [121].
Duke (See Table 4 [47] and Fig. 2 [66]) Common Toxicity Criteria (CTC) Grade 1 in
318 patients undergoing 3D-CRT between 1991 and 1999. The incidence ranges of RP are the
confidence intervals ( standard deviation) calculated from the observed incidence of RP provided
p
in Table 4 [47], and the standard deviation is estimated using the formula = p(1 p)/n where
p is the observed incidence of RP and n is the total number of the cases.
M. D. Anderson (See Fig. 2 [112] and Fig. 2 [66]) Common Terminology Criteria (CTC)
Grade 3 in 223 patients with NSCLC treated with definitive concurrent chemoradiotherapy and
3D-CRT between 2001 and 2003. The incidence ranges of RP are read from Fig. 2 [112].
Michigan (See Table 4 and Fig. 2a [58] and Fig. 2 [66]) Southwest Oncology Group (SWOG)
Grade 2 in 109 patients with NSCLC undergoing 3D-CRT between 1992 and 2000. The incidence
ranges of RP are read from Fig. 2a [58].
The ranges of the incidence of RP at different MLDs from the four institutions are summarized
in Table 4.3. To reach a more specific inference for the incidence of pneumonitis, Dempster-Shafer
theory is applied to represent the uncertainty in each piece of information and combine all the
pieces of information together.
Table 4.3: The incidence ranges of RP at four different doses (Gy) from four institutions
References
MSKCC
Duke
M. D. Anderson
Michigan
Incidence ranges of RP at corresponding MLD

8 Gy
15 Gy
20 Gy
25 Gy
0 - 6%
4%- 16%
15% -35%
5.76% - 14.24% 12.57% - 23.43% 10.82% -21.18% 26.73%- 39.93%
10% - 24%
23%-39%
26% -45%
0-7.3%
60% - 96%
88
4.2.2
Problem Formulation
In the terminology of the DS theory, the universal set is X = {RP, non-RP } where {RP } is the
set of patients with pneumonitis after radiotherapy and {non-RP } is the set of patients without
pneumonitis. The propositions are in the form of the patient treated with a given radiotherapy
dose belongs to the subset A where A X. For simplicity, we use A to represent the proposition.
The power set (the collection of all the subsets of the universal set, including the universal set
and the empty set: 2X = {, {RP }, {non-RP }, X}) includes all the propositions. We construct
an m-function over the power set to represent the uncertainty in each piece of information, i.e.,
assigning belief mass (a number in [0,1]) to each proposition based on the information in Table
4.3, indicating how strongly the information favors a proposition. Recall that no belief should
be assigned to the empty set and the summation of belief masses of all the propositions should
be unity. For example, at MLD = 8Gy, MSKCC provides the information that the minimum
probability of pneumonitis is 0% and the maximum probability of pneumonitis is 6%. We assign
the minimum probability to the proposition {RP } as the belief mass and also the degree of belief,
i.e., m({RP }) = Bel({RP }) = 0, and the maximum probability as the degree of plausibility, i.e.,
P l({RP }) = 6%. Then the m-function is constructed as
m({RP }) = 0; m({non-RP }) = 1 P l({RP }) = 0.94,
m(X) = P l({RP }) Bel({RP }) = 0.06.
The gap between the belief and the plausibility of pneumonitis (i.e., the probability range
provided in the table or shown as the error bar in [121, 47, 112, 58]) corresponds to the uncertainty
due to inadequate knowledge. Similarly, we construct the m-functions on the data for a given mean
lung dose from all the four institutions.
Once the m-functions are constructed for the data from all the institutions, combination rules
of Dempster-Shafer theory are applied to fuse the m-functions to yield a single m-function, which
represents the combined information from the four institutions. The belief and plausibility of
pneumonitis bound the possible incidence of pneumonitis and this range takes into account the
uncertainty and inconsistency of data. They can possibly assist physicians and treatment planners
in determining acceptable dose-volume. As pointed out further in the review ([66]), the information
from different institutions is inconsistent, which can possibly be explained by differences in patient
89
selection as well as differences in the grade of RP reported in the various studies, in addition to
all the other contributing factors such as those from radiation dose delivery variations. Therefore,
the combination rule applied should be capable of dealing with conflict properly. In the following,
Dempsters rule of combination, Yagers rule and the proposed procedure (Sec. 3.3) are applied to
combine the m-functions.
4.2.3
Discussion of Results
Dempsters and Yagers Rule of Combination [17].
The combined results from Demp-
sters rule of combination (Dempsters rule) and Yagers rule are shown in Fig. 4.7.
The vertical bars in three different colors denote the confidence intervals of the original data
on the incidence of pneumonitis from the four institutions. The degrees of belief are plotted as the
black dots and the degrees of plausibility are plotted as the red dots. The Lyman-Kutcher-Burman
(LKB) model is used to fit the degrees of belief and plausibility to obtain two boundary sigmoid
curves. The LKB model is the most widely used NTCP model for RP [66], with three parameters
a position parameter, T D50 ; a steepness parameter, ms ; and the volume exponent, n. The model
reduces to the mean lung dose model when n = 1. In our calculation, we use the mean lung dose
model, which is widely considered in the literature due to its simplicity and effectiveness. Figure
4.7 shows that Dempsters rule of combination has produced counterintuitive results because the
data from three institutions (e.g., at MLD = 15) are outside the range of belief and plausibility
curves; the maximum possibility of pneumonitis after combination (the red dots at MLD = 15Gy)
is even smaller than all the estimated minimum possibilities of pneumonitis (the lower bounds
of the vertical bars) from the three institutions. It obviously is due to the renormalization, i.e.,
distributing the belief mass committed to the empty set to the focal elements proportionally to
their belief masses, which reinforces the proposition (focal element) with larger degree of belief.
Yagers rule yields relatively better results but the belief-plausibility ranges are rather wide, which
implies increased uncertainty. The reason is that the belief mass associated with the empty set is
added to the belief mass assigned to the universal set. In the following, we implement the proposed
procedure (see Sec. 3.3.4) to fuse the multiple sources of information.
Combined Results of the Proposed Procedure.
First, we test if the three m-functions
with the same MLD involve strong conflict using Def. 12. Taking the three m-functions with
90
Incidence of pneumonitis
0.8
0.6
0.4
0.2
0
0
10
20
30
40
50
40
50
Mean Lung Dose (Gy)
(a)
0.8
0.6
0.4
0.2
0
0
10
20
30
Mean Lung Dose (Gy)
(b)
Figure 4.7: The degrees of belief (the black dots) and plausibility (the red dots) obtained
from (a) Dempsters rules and (b) Yagers rule at different mean lung doses (MLD). The
error bars are from the clinical data of MSKCC, Duke, M.D. Anderson and Michigan.
The curves are the fits for the degrees of belief and plausibility using the LKB model.
91
MLD = 15Gy as an example, the conflict matrix is:
0.0672 0.1362 0.1144

K = 0.1362 0.1925 0.1721
0.1144 0.1721 0.1520
The two thresholds for any two m-functions are 1 = min{0.8, 0.99} = 0.8 and 2 = 0.45 since
|| = 2. According to Def. 12, the three m-functions with MLD = 15GY do not involve strong
conflict since K(i, j) < 0.8 for any i 6= j. The same conclusion can be drawn for the m-functions
at the remaining three doses. Therefore Inagakis combination rule with the optimal parameter
(hereafter we call it optimized Inagakis rule) is applied without reconstruction of m-functions.
The degrees of belief and plausibility of radiation pneumonitis corresponding to the different
doses are calculated using the optimized Inagakis rule with = 0.6620 and shown in Table 4.4
(also shown as the black/red dots in Fig. 4.9).
Table 4.4: The degrees of belief and plausibility
MLD(Gy)
8
15
20
25
Bel({RP }) P l({RP })
0.03% 2.22%
0.83% 12.80%
3.22% 26.95%
23.05% 70.69%
Bel({non-RP }) P l({non-RP })
97.78% 99.97%
87.20% 99.17%
73.05% 96.78%
29.31% 76.95%
The best estimation of the incidence of RP (at a specific dose) from the four institutions is
between the degrees of belief and plausibility. For example, for a patient taking MLD = 15Gy, the
minimum incidence of radiation pneumonitis is 0.83% while the maximum incidence of radiation
pneumonitis is 12.80%. The gap between these two (the belief-plausibility range) takes into account
the uncertainty in the original information and part of the conflict among information sources,
interpreted as the uncertainty with which a patient belongs to either group ({RP } or {non-RP }).
Table 4.4 shows that both degrees of belief and plausibility of {RP } increase as MLD increases,
which is quite intuitive. It also shows that the belief-plausibility range increases as MLD increases
and the reason is that the original data (see Table 4.3) involves more uncertainty and the institutions
involve more conflict at higher doses. Compared to Yagers rule (Fig. 4.8), optimized Inagakis rule
produces results with smaller belief-plausibility ranges, indicating thereby less uncertainty.
The Lyman-Kutcher-Burman (LKB) model is used to fit the degrees of belief and plausibility at
the four different doses to obtain two boundary sigmoid curves (see Fig. 4.9). The two boundary
92
from optimized Inagakis rule (left) and Yagers rule (right). The error bars are from the
clinical data of MSKCC ([121]), Duke University ([47]), M.D. Anderson ([112]) and the
University of Michigan ([58]).
curves provide the belief and plausibility of RP continuously with respect to MLD. Figure 4.9
also shows that radiation pneumonitis occurs for sure when MLD 40Gy, and the conservative
estimate of the dose with which RP occurs for sure is 35Gy.
0.8
0.6
0.4
0.2
0
0
10
20
30
40
50
Mean Lung Dose (Gy)
from the Inagakis combination rule with the optimal value for the single parameter. The
solid black curves are the fits for the degrees of belief (lower curve) and plausibility (upper
curve) by using the LKB model. The error bars are from the clinical data of MSKCC
([121]), Duke University ([47]), M.D. Anderson ([112]) and the University of Michigan
([58]).
93
The process of curve fitting provides the estimation of the two LKB parameters T D50 and ms .
With optimized Inagakis rule, the two LKB parameters from the lower curve (degrees of belief)
are T D50 = 28.357 and ms = 0.1605; and from the upper curve (degrees of plausibility), we have
T D50 = 22.5127 and ms = 0.23. The range of these LKB parameters obtained from Yagers rule
(see Table 4.5) encapsulates (or almost encapsulates) the range obtained by the present method,
indicating less uncertainty in our estimation of the parameters.
Table 4.5: LKB parameters from Yagers rule, Inagakis combination rule, and Emami
and Burman
Belief functions curve (optimized Inagakis rule)
Plausibility functions curve (optimized Inagakis rule)
Belief functions curve (Yagers rule)
Plausibility functions curve (Yagers rule)
Emami and Burman
T D50 (Gy)
28.357
22.5127
30.1525
20.3644
24.5
ms
0.1605
0.23
0.1742
0.3358
0.18
We also compare our estimation of the LKB parameters to the suggested values (T D50 = 24.5
and ms = 0.18) provided in the well-known papers of Emami and Burman ([30, 11]). The result
shows that both the suggested position and steepness values from Emami and Burman are bounded
by the corresponding values from our belief and plausibility curves. In addition, the LKB curve
using Emami and Burmans parameters is also sandwiched between our lower and upper curves
(see Fig. 4.10). Since the belief and plausibility of {RP } at any MLD (lower and upper curves)
constructed on the clinical data from the four institutions bound the incidence of RP, the curve of
the incidence of RP could be anywhere between the lower and upper curves, and we believe that
the LKB model with the best-estimated parameters based on the data from these four institutions
produces a curve between the lower and upper curves.
Incidence of Pneumonitis with Respect to Other Dosimetric Factors. Besides mean
lung dose, other dosimetric indices/factors are also related to the incidence of radiation pneumonitis,
such as the percentage of the total lung volume receiving a dose more than x Gy (denoted as V x)
and the normal tissue complication probability (NTCP). To obtain a better estimation of the
incidence of RP from the four institutions, the same combination procedure can be implemented
to combine the information with respect to each dosimetric factor individually. For the purpose of
94
1
0.8
0.6
0.4
0.2
0
0
10
20
30
Mean Lung Dose (Gy)
40
50
Figure 4.10: The black curves are the fits for the degrees of belief (lower curve) and
plausibility (upper curve) by using the LKB model. The red curve in the middle is
obtained from the LKB model with Emami and Burmans parameter ([30, 11]).
illustration, optimized Inagakis rule is implemented to combine the information about the incidence
of pneumonitis with respect to NTCP from two institutions: Duke University Medical Center (Table
4 in [47]) and University of Michigan (Fig. 2a in [58]). The degrees of belief (the black dots) and
plausibility (the red dots) of {RP } with respect to NTCP are shown in Fig. 4.11. The LKB model
is used to fit the degrees of belief/plausibility to obtain two boundary sigmoid curves (Fig. 4.11).
One can observe that the belief/plausibility of {RP } increases as NTCP increases.
1
0.8
0.6
0.4
0.2
0
0
0.2
0.4
0.6
NTCP
0.8
from optimized Inagakis rule. The solid black curves are the fits for the degrees of belief
(lower curve) and plausibility (upper curve) by using the LKB model. The error bars are
from the clinical data of Duke University ([47]) and University of Michigan ([58]).
95
CHAPTER 5
SUMMARY AND CONCLUSIONS
The modeling/simulation process involves approximations, which consequently engenders uncertainty. To carry out the statistical inference of the quantities of interest (simulation outputs), one
needs to first mathematically represent the uncertain information for the input parameters (i.e.,
uncertainty quantification), and then analyze the impact of the uncertainty in the inputs on the
simulation outputs and quantify the uncertainty in the outputs (i.e., uncertainty propagation). In
the situation that multiple models are available for the same quantity of interest, a more accurate
and precise inference could be achieved by combining/integrating the predictions from different
models (i.e., data fusion). In this work, we developed mathematical approaches to uncertainty
quantification, uncertainty propagation and data fusion in the framework of Dempster-Shafer theory.
Uncertainty quantification using the DS theory is to represent uncertain information with belief
functions. In the current work, uncertain information in the form of a finite data set is considered
and a formal way of constructing belief functions on a finite data set the MinMax method is
proposed. Based on the principle of minimum uncertainty and the concepts of entropy and specificity, the MinMax method specifies a partition of a finite interval on the real line and assigns belief
masses to the uniform subintervals. The method is illustrated in a simple example and the characteristics of the m-function with respect to the initial subinterval length ini and the size of data
set N are analyzed. In the special case of a random variable as the quantity of interest, the belief
function obtained from the MinMax method is compared to the predictive belief function proposed
by Denoeux. The results show that the predictive belief function introduces more uncertainty. As
an example, the proposed method is applied to quantify the total uncertainty in flight plan (the
pre-planned departure/arrival times and the horizontal projection of the scheduled trajectories) using the data from two actual flights that occurred between 01 Sept 2008 and 17 Jan 2009. The two
chosen flights represent a cross-country flight (Delta DAL1212 from Los Angeles to Atlanta) and a
southeastern flight through Florida from a busy hub airport (Airtran Airways TRS841 from Atlanta
96
to Orlando). For each flight, three belief functions are constructed to represent the uncertainties
in the scheduled departure/arrival times (one for the departure time and two for the arrival time)
and three more belief functions are generated to represent the uncertainties in the three different
phases (climb, en-route and descent) of the scheduled 4DTs horizontal projection. The procedure
of constructing the belief functions is illustrated. It is shown that the belief functions constructed
in the proposed manner completely describe the accuracy and credibility of the flight plans. That
trajectory predictions are accompanied with the uncertainty interval variable in spatial and time
directions for different trajectory segments and way points and with the quantified belief in such
predictions is a highly desirable tool for improving conflict resolution and decision-making and, as
such, for increasing Air Traffic Management effectiveness and National Airspace System safety.
The approaches of uncertainty propagation differ depending on the type of uncertainty. The approaches for aleatory uncertainty propagation, epistemic uncertainty propagation, and mixed type
of uncertainty propagation are considered in the current work. They are implemented to study the
impact of uncertainty in input parameters on the shock position in quasi-one-dimensional nozzle
flow. In the case of all parameters as Gaussian variables/fields, multivariate Hermite polynomial
chaos expansions with different orders are considered and the polynomial chaos expansion error in
the L2 norm decays almost exponentially with the polynomial order. In the case of both probabilistic and non-probabilistic parameters involved (with respectively associated PDFs and belief
functions), owing to the mixed type of uncertainties, the stochastic moments of the output are not
deterministic, instead, we have lower and upper bounds associated with different degrees of belief.
After representing the uncertainty in each body of evidence with a belief function, combination
rules in DS theory are applied to combine the belief functions associated with distinct bodies of
evidence. In the current work, a robust and comprehensive combination procedure is proposed
to combine the belief functions defined on multiple bodies of evidence. This procedure comprises
a new criterion to identify the bodies of evidence strongly conflicted with others, a procedure to
construct m-functions with low conflict, and a method to optimize the parameter in Inagakis
combination rule, which controls the uncertainty content. The proposed approach automatically
distinguishes the bodies of evidence, which are strongly conflicted with other bodies and the bodies
of evidence, which are not strongly conflicted with others and treats them differently, which makes
the combination approach robust in treating a wide range of bodies of evidence from fully consistent
97
to significantly conflicting. At the same time, the approach provides a new method to estimate the
reliability of sources based on the consistency among them (without any extra information required).
The reliability of sources is then used to discount the strongly conflicting sources in the current
work. The final step (optimization of combination rule) of the proposed approach satisfies the
principle that the combined/aggregated data should contain as much similar information from each
body of evidence as possible. The proposed combination procedure is applied to radiotherapy dose
response analysis. The independent sources of information (the published clinical data from four
institutions) are fused and the belief-plausibility ranges are obtained with respect to the dosimetric
factors such as the mean lung dose and the normal tissue complication probability. Compared to
the results from Yagers rule, the combined belief functions from the proposed procedure contain
the greatest amount of consistent information from the individual sources. In addition, our result
is consistent with that of highly-cited papers in the radiation oncology literature.
98
APPENDIX A
THE PRESENT CHOICE OF THRESHOLDS IN
THE CRITERION OF STRONG CONFLICT
The choice of thresholds 1 and 2 is analyzed in the following examples, which show that both
thresholds depend on ||, i.e., the cardinality of the largest set of pairwise disjoint focal elements
of m1 and m2 excluding the focal elements with belief mass less than 5% of the maximum belief
mass of all the focal elements.
In general, two pairs of m-functions with the same global conflict may have different cardinalities
||, and vice versa, i.e., two pairs of m-functions with the same cardinality || may have different
global conflicts. A similar statement holds for the relation between the cardinality || and total auto
conflict. But two pairs of m-functions, with the same non-zero global conflict and the same total
auto conflict, have the same cardinality ||. This observation is based on a numerical experiment
involving 40,000 pairs of randomly generated m-functions, including Bayesian, consonant, and
general m-functions. The Matlab code is provided here.
%% choose the cardinality of the universal set between 2 and 8 randomly
carUni1=ceil(rand*6)+2;
%% choose the number of the focal elements <10 randomly
nfocal=ceil(rand*10);
nfocal=min(2^carUni1-1,nfocal);
m1(1:2^8)=0.0;
for i=1:nfocal
%% choose a singleton or a set (with two or more elements)
sel1=rand;
if sel1<0.5
%% choose a singleton randomly
in1=ceil(rand*carUni1);
m1(2^(in1-1)+1)= m1(2^(in1-1)+1)+rand*(1-sum(m1));
else
%% Choose a set with more than one element randomly
n1=ceil(rand*carUni1);
in2 = randsample(carUni1,n1);
in2Toin3=1;
for j=1:n1
99
in2Toin3=2^(in2(j)-1)+in2Toin3;
end
m1(in2Toin3)=m1(in2Toin3)+rand*(1-sum(m1));
end
end
m1=m1/sum(m1);
It is further observed that both the mean global conflict and mean total auto conflict increase
as the cardinality || increases (see Fig. A.1). The expressions for the thresholds in Def. 11 reflect
this trend.
Auto and global conflicts
0.8
global conflict
auto conflict
0.6
0.4
0.2
0
2
||
Figure A.1: Mean global conflict and mean total auto conflict with respect to ||
The following three examples illustrate the concept of strong conflict in the context of relevant
sets of different cardinalities.
Example A. 1. (|| = 2) Let X = {1 , 2 }, m1 and m2 be two strongly conflicting m-functions:
m1 ({1 }) = 0.9; m1 ({2 }) = 0.1,
m2 ({1 }) = 0.1; m2 ({2 }) = 0.9.
The global conflict k(m1 , m2 ) = 0.82 is larger than the threshold 1 = 0.8 and the total auto
P
conflict (1/2) 2i=1 k(mi , mi ) = 0.18 is smaller than the threshold 2 = 0.45. Thus the pair of
m-functions is classified as a strongly conflicting pair.
100
Example A. 2. (|| = 3) Let X = {1 , 2 , 3 , 4 }, m1 and m2 be two strongly conflicting mfunctions:

m1 ({1 }) = 0.86; m1 ({2 , 4 }) = 0.07; m1 ({3 }) = 0.07,
m2 ({1 }) = 0.07; m2 ({2 , 4 }) = 0.07; m2 ({3 }) = 0.86.
The global conflict k(m1 , m2 ) = 0.8747 is greater than the threshold 1 = 0.8667 and the total
P
auto conflict (1/2) 2i=1 k(mi , mi ) = 0.2506 is smaller than the threshold 2 = 0.6. Thus the pair
of m-functions is classified as a strongly conflicting pair.
Example A. 3. (|| = 8) Let X = {1 , 2 ..., 9 }, m1 and m2 be two strongly conflicting mfunctions:

m1 ({1 }) = 0.30;
m2 ({1 }) = 0.00,
m1 ({2 }) = 0.30;
m2 ({2 }) = 0.00,
m1 ({3 }) = 0.30;
m2 ({3 }) = 0.00,
m1 ({4 }) = 0.09;
m2 ({4 }) = 0.00,
m1 ({5 }) = 0.01;
m2 ({5 }) = 0.01,
m1 ({6 }) = 0.00;
m2 ({6 }) = 0.09,
m1 ({7 }) = 0.00;
m2 ({7 }) = 0.30,
m1 ({8 }) = 0.00;
m2 ({8 }) = 0.30,
m1 ({9 }) = 0.00;
m2 ({9 }) = 0.30.
The global conflict k(m1 , m2 ) = 0.9999 is greater than the threshold 1 = 0.95 and the total
P
auto conflict (1/2) 2i=1 k(mi , mi ) = 0.7218 is smaller than the threshold 2 = 0.7875. Thus the
pair of m-functions is classified as a strongly conflicting pair.
101
APPENDIX B
THE DEFINITIONS OF OTHER CONFLICT
MEASURES
Martins definition. A conflict measure between two mass functions m1 and m2 is defined as
[69]:
Conf (m1 , m2 ) = (1 inc (m1 , m2 ))dJou (m1 , m2 ),
(B.1)
where
inc (m1 , m2 ) = max(dinc (m1 , m2 ), dinc (m2 , m1 )),
X X
1
Inc(X1 , Y2 ).
dinc (m1 , m2 ) =
|F1 ||F2 |
X1 F1 Y2 F2
The inclusion index: Inc(X1 , Y2 ) = 1 if X1 Y2 and 0 otherwise; F1 and F2 are the sets of focal
elements of m1 and m2 respectively.
Martins conflict measure incorporates an inclusion measure and Jousselmes distance measure.
Daniels definition. The plausibility conflict between two mass functions m1 and m2 (defined on
the universal set ) is defined as [19]:
P l C(m1 , m2 ) = min(P l C0 (m1 , m2 ), m ())
(B.2)
where
P l C0 (m1 , m2 ) =
P lC (m1 ,m2 )
1
|P l P (m1 )() P l P (m2 )()|,
2
P lC (m1 , m2 ) = { |(P l P (m1 )() 1/||)(P l P (m2 )() 1/||) < 0},
P l({i })
, i .
P l P (m)(i ) = P
P l({})
Daniels conflict measure is based on the difference of the normalized plausibility of the elements.
2
Lius definition. Let m1 and m2 be two m-functions and cf (m1 , m2 ) =< m (), difBetPm
m1 >
be a two dimensional measure, m1 and m2 are defined as in conflict iff both m () > and
2
difBetPm
m1 > , where [0, 1] is the threshold of conflict tolerance [62].
102
Lius conflict measure incorporates both m () and a distance measure (Lius distance is de2
fined as difBetPm
m1 = maxAX |BetP1 (A) BetP2 (A)|) which indicates the difference between the
pignistic probability functions.
103
APPENDIX C
THE METRIC TO CALCULATE THE SHORTEST
DISTANCE OF TWO TRAJECTORIES
The formulation for the shortest distance from a radar track point to a trajectory segment is based
on spherical trigonometry [52] and defined with the assumption of the spherical surface of the
Earth. In Fig. C.1, C is a radar track point and AB is a trajectory segment with waypoints A and
B. AB is an arc of a great circle. The shortest distance from C to the arc AB is CD where D is
the intersection of the arc AB and the arc that is through C and perpendicular to AB.
Figure C.1: The shortest distance from C to arc AB
The input: A(Lat1 , Lon1 ), B(Lat2 , Lon2 ), C(Lat3 , Lon3 ), all the latitudes and longitudes are
in degree. The shortest distance CD is obtained by the following formula.
104
First, calculate the length of arc AB, BC and AC in degree:

cos(AB) = cos(|90 Lat1 |)cos(|90 Lat2 |) +
sin(|90 Lat1 |)sin(|90 Lat2 |)cos(|Lon1 Lon2 |),
(C.1)
cos(BC) = cos(|90 Lat2 |)cos(|90 Lat3 |) +

sin(|90 Lat2 |)sin(|90 Lat3 |)cos(|Lon2 Lon3 |),
(C.2)
cos(AC) = cos(|90 Lat1 |)cos(|90 Lat3 |) +

sin(|90 Lat1 |)sin(|90 Lat3 |)cos(|Lon1 Lon3 |).
(C.3)
Then, the spherical angle between arcs AC and AB is obtained by:

cos() =
cos(BC) cos(AB)cos(AC)
.
sin(AB)sin(AC)
(C.4)
At the end, CD is calculated as follows:

CD = sin1 (sin()sin(AC)).
(C.5)
Then a sample CD of the deviation is converted into nautical miles by multiplying by 60 since
one nautical mile subtends one minute (1/60 degree) of arc.
105
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115
BIOGRAPHICAL SKETCH
Yanyan He is currently in her doctoral study in the Applied and Computational Mathematics
program at Florida State University, under the advisement of Professor M. Yousuff Hussaini. In
December 2013, she is expecting to graduate with a PhD degree in Applied and Computational
Mathematics, with a focus in uncertainty quantification and data fusion using Dempster-Shafer
theory.
During her doctoral study, she has published three papers in refereed conference proceedings,
two papers in refereed journals, and she has one paper under review and four papers under preparation. She has also attended conferences/workshops and presented her work. In addition to her
research, she has assisted with teaching and taught the basic courses in mathematics. She has been
awarded Grad Student Travel Grant from American Mathematical Society in 2012 and PRIMA
Congress Travel Funding from NSF Grant administered at the University of Washington in 2013.
Before Ms. He enrolled in the doctoral program at Florida State University, she completed her
Bachelor degree in Mathematics at Huazhong University of Science and Technology in China, and
obtained the Master degree in Mathematics at the same university.
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Electronic Theses, Treatises and Dissertations

The Graduate School

Uncertainty Quantification and Data Fusion

FLORIDA STATE UNIVERSITY

UNCERTAINTY QUANTIFICATION AND DATA FUSION

A Dissertation submitted to the

Yanyan He defended this dissertation on November 7, 2013.

List of Figures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . vii

2 Dempster-Shafer Theory of Evidence

3 Uncertainty Quantification, Uncertainty Propagation and Data Fusion

5 Summary and Conclusions

B The Definitions of Other Conflict Measures

C The Metric to Calculate the Shortest Distance of Two Trajectories

The binary ordering of the subsets of X. . . . . . . . . . . . . . . . . . . . . . . . . . . 15

The Characteristics of the m-functions with different ini . . . . . . . . . . . . . . . . 28

Statistics available for the two flights . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84

The characteristics of the m-functions for the DAL1212 flight . . . . . . . . . . . . . . 86

The degrees of belief and plausibility . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92

Belief and Plausibility of a proposition A. . . . . . . . . . . . . . . . . . . . . . . . . .

An m-function and the focal elements. . . . . . . . . . . . . . . . . . . . . . . . . . . . 10

Consecutive intervals as focal elements. . . . . . . . . . . . . . . . . . . . . . . . . . . 25

The focal elements of 1D and 2D belief structures. . . . . . . . . . . . . . . . . . . . . 38

The cross section of nozzle along the streamwise distance. . . . . . . . . . . . . . . . . 41

The outputs of the deterministic system. . . . . . . . . . . . . . . . . . . . . . . . . . 43

Spectrum of eigenvalues of the correlation function CAA (x1 , x2 ). . . . . . . . . . . . . 45

PDF of the stochastic cross-sectional area of the nozzle. . . . . . . . . . . . . . . . . . 46

The numerically exact distribution and probability distribution. . . . . . . . . . . . . 46

The belief function for p1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50

The probability boxes. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52

Radar track points and scheduled trajectory segment. . . . . . . . . . . . . . . . . . . 78

The shortest distance from C to arc AB . . . . . . . . . . . . . . . . . . . . . . . . . . 104

Thesis Objectives and Organization

The Mathematical Basics

Measures in the DS Theory

2. Superadditivity: for any A, B X, we have:

Specifically, Bel(A) + Bel(A) 1, where A is the complement of A. A dual measure of belief

Figure 2.2: Belief and Plausibility of a proposition A.

Figure 2.3: An m-function and the focal elements.

CP F (x) = P l(X x),

CCBF (x) = Bel(X > x),

CCP F (x) = P l(X > x).

Special Belief Functions

2. Bayesian m-/belief function.

Figure 2.4: Concave m-function.

Entropy and Specificity

Distance Between Two m-functions

Jousselmes distance measure satisfies the following properties:

Dempsters rule of combination.

Suppose two distinct bodies of evidence are encoded

in two m-functions: m1 with focal elements Ai (1 i n1 ) and m2 with focal elements Bj

m1 (Ai )m2 (Bj ),

m1 (Ai )m2 (Bj ),

where C X, C 6= . It is possible that m () > 0, which violates the requirements of basic

Combine m1 and m2 to get m using the Eqs. (2.18)-(2.19)

Dempsters rule is well justified [106] and easy to understand; how-

mIKI (C)/m (C) = mIKI (D)/m (D).

(weighting factors). Lefevre, Colot and Vannoorenberghe [60] proposed an automatic

m1 (Ai )m2 (Bj ), C X.

mDP (C) = m (C) +

m1 (Ai )m2 (Bj ), C X.

The Applications and the Challenges

Quantifying the uncertainty in a body of evidence in the framework of DS theory is to construct