Reasoning with random sets: An agenda for the future
Fabio Cuzzolin
TL;DR
This work articulates a forward-looking research agenda for random-set and belief-function theory, advocating a shift toward statistical inference with lower/upper likelihoods, generalized logistic regression, and a true law of total belief. It advances the geometric view of uncertainty and outlines limit theorems, frequentist-inference avenues, and random-set extensions to random variables, all while connecting to high-impact domains like climate modelling and machine learning. By developing a coherent framework that unifies belief measures, capacities, and random sets, the paper lays groundwork for robust, interval-valued inference and decision-making under epistemic uncertainty. The proposed program aims to deepen theoretical foundations (e.g., Radon–Nikodym-type results for capacities), extend the geometry of uncertainty, and enable practically meaningful applications with transparent uncertainty quantification.
Abstract
In this paper, we discuss a potential agenda for future work in the theory of random sets and belief functions, touching upon a number of focal issues: the development of a fully-fledged theory of statistical reasoning with random sets, including the generalisation of logistic regression and of the classical laws of probability; the further development of the geometric approach to uncertainty, to include general random sets, a wider range of uncertainty measures and alternative geometric representations; the application of this new theory to high-impact areas such as climate change, machine learning and statistical learning theory.
