Decision Making with Hierarchical Credal Sets

We elaborate on hierarchical credal sets, which are sets of probability mass functions paired with second-order distributions. A new criterion to make decisions based on these models is proposed. This is achieved by sampling from the set of mass functions and considering the Kullback-Leibler divergence from the weighted center of mass of the set. We evaluate this criterion in a simple classification scenario: the results show performance improvements when compared to a credal classifier where the second-order distribution is not taken into account.