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Reviews of publications on Info-Gap decision theory

Review # 31 (Posted: June 25, 2011)

Reference: Max Post Van der Burg and Andrew J. Tyre
Integrating info-gap decision theory with robust population management: a case study using the Mountain Plover
Ecological Applications, 21(1), 2011, pp. 303–312.
Abstract

Wildlife managers often make decisions under considerable uncertainty. In the most extreme case, a complete lack of data leads to uncertainty that is unquantifiable. Information-gap decision theory deals with assessing management decisions under extreme uncertainty, but it is not widely used in wildlife management. So too, robust population management methods were developed to deal with uncertainties in multiple-model parameters. However, the two methods have not, as yet, been used in tandem to assess population management decisions. We provide a novel combination of the robust population management approach for matrix models with the information-gap decision theory framework for making conservation decisions under extreme uncertainty. We applied our model to the problem of nest survival management in an endangered bird species, the Mountain Plover (Charadrius montanus). Our results showed that matrix sensitivities suggest that nest management is unlikely to have a strong effect on population growth rate, confirming previous analyses. However, given the amount of uncertainty about adult and juvenile survival, our analysis suggested that maximizing nest marking effort was a more robust decision to maintain a stable population. Focusing on the twin concepts of opportunity and robustness in an information-gap model provides a useful method of assessing conservation decisions under extreme uncertainty.

Keywords Charadrius montanus; info-gap; information-gap analysis; matrix models; Mountain Plovers; robust population management; sensitivity analyses.
Acknowledgment We thank B. Bly at the Rocky Mountain Bird Observatory, who conducted the fieldwork and preliminary analyses of Mountain Plover nesting success that enabled us to conduct this analysis. We also thank M. Runge and an anonymous reviewer for a very thorough and insightful review of the manuscript. M. Post van der Burg also thanks B. Danielson and J. Doudna for helpful comments on preliminary drafts of this work. M. Post van der Burg was funded on a State Wildlife Grant (T-47).
Scores TUIGF:100%
SNHNSNDN:100%
GIGO:100%

This is a typical info-gap article ... with a twist.

I shall therefore comment only on the twist namely on the following statement:

Interestingly, it turns out that the methodology of Deines et al. (2007) is a solution to the ellipsoid-bound info-gap model (Ben-Haim 2006):

U(α,û) = {u: [u-û]TV[u-û] ≤ α2} , α ≥ 0             (5)

where û is a vector of nominal matrix parameters, u is a vector of parameter values to be compared to the nominal value, V is a positive definite real symmetric matrix, and α is the unknown level of uncertainty in û (i.e., the horizon of uncertainty). The matrix V can be used to transform (e.g., stretch) the ellipsoid bound. Stretching the bound would only be necessary if one could expect some of the parameters of the model to respond differently to the same amount of uncertainty. In our case, we did not have enough information to be able to know whether this is the case. Therefore, we assumed that V is the identity matrix.
The ellipsoid-bound model effectively measures the distance between a nominal point and some point that represents a given level of performance. Normally, this bound would be found by evaluating the set under a proposed value of α. The methodology of Deines et al. (2007) can be used to solve for α directly. Using info-gap terminology, the values that we solved for using Eq. 4 are equivalent to u and the nominal points for our matrix model are equivalent to û. The difference between these values is the α needed to draw a line that connects the performance criterion and the nominal points of the model (Ben-Haim 2006).

Van de Burg and Tyre (2011, pp. 306-307)

Note that Eq. 4 in Deines et al. (2007) is as follows (λ is an eigen value of matrix A):

det(λI-A) = 0                   (4)

and that ... Deines et al. (2007) refers to robustness models of the Radius of Stability type.

So where exactly is the twist in this tale?

Well, Deines et al. (2007) discuss info-gap's robustness model and Radius of Stability robustness models as different quantifications of robustness, not realizing that info-gap's robustness model itself is in fact a ... Radius of Stability model (see formal proof):

circa 2001 circa 1960
Generic info-gap robustness model Generic Radius of stability model
max {α ≥ 0: rc ≤ r(q,u), ∀u ∈U(α,û)} max {α ≥ 0: con(q,u), ∀u∈U(α,û) }

where con(q,u) denotes the list of stability requirements on alternative associated with alternative q.

Thus, by inspection, info-gap's robustness model is a Radius of Stability model characterized by a single performance constraint of the form rc ≤ r(q,u).

And in the article under review, Van der Burg and Tyre (2011) ... miss this point again.

Of course, one could have regarded this episode as yet another case of a re-invention of the wheel and leave it at that. But this tale with a twist has another twist to it that must be made clear to readers of this article as it reflects directly on the merit of the results reported on in this paper!

It is important that readers of this article realize that as models of local robustness/stability, neither info-gap's robustness model, nor the generic Radius of Stability model are suitable models for the management of extreme uncertainty such as that stipulated in the article. Differently put: Radius of Stability models, hence info-gap's robustness model, are the wrong models for the management of extreme uncertainty such as that stipulated in the article.

This means that the re-invented wheel in this case is ... a square one.

Of course, one might argue that some square wheels have interesting practical applications, as for instance this one:

But, this is not the case in this article so, the real question is this:

How long will peer-reviewed journals allow reinvented square wheels to be promoted from their pages as new and radically diffferent??

 

Other Reviews

  1. Ben-Haim (2001, 2006): Info-Gap Decision Theory: decisions under severe uncertainty.

  2. Regan et al (2005): Robust decision-making under severe uncertainty for conservation management.

  3. Moilanen et al (2006): Planning for robust reserve networks using uncertainty analysis.

  4. Burgman (2008): Shakespeare, Wald and decision making under severe uncertainty.

  5. Ben-Haim and Demertzis (2008): Confidence in monetary policy.

  6. Hall and Harvey (2009): Decision making under severe uncertainty for flood risk management: a case study of info-gap robustness analysis.

  7. Ben-Haim (2009): Info-gap forecasting and the advantage of sub-optimal models.

  8. Yokomizo et al (2009): Managing the impact of invasive species: the value of knowing the density-impact curve.

  9. Davidovitch et al (2009): Info-gap theory and robust design of surveillance for invasive species: The case study of Barrow Island.

  10. Ben-Haim et al (2009): Do we know how to set decision thresholds for diabetes?

  11. Beresford and Thompson (2009): An info-gap approach to managing portfolios of assets with uncertain returns

  12. Ben-Haim, Dacso, Carrasco, and Rajan (2009): Heterogeneous uncertainties in cholesterol management

  13. Rout, Thompson, and McCarthy (2009): Robust decisions for declaring eradication of invasive species

  14. Ben-Haim (2010): Info-Gap Economics: An Operational Introduction

  15. Hine and Hall (2010): Information gap analysis of flood model uncertainties and regional frequency analysis

  16. Ben-Haim (2010): Interpreting Null Results from Measurements with Uncertain Correlations: An Info-Gap Approach

  17. Wintle et al. (2010): Allocating monitoring effort in the face of unknown unknowns

  18. Moffitt et al. (2010): Securing the Border from Invasives: Robust Inspections under Severe Uncertainty

  19. Yemshanov et al. (2010): Robustness of Risk Maps and Survey Networks to Knowledge Gaps About a New Invasive Pest

  20. Davidovitch and Ben-Haim (2010): Robust satisficing voting: why are uncertain voters biased towards sincerity?

  21. Schwartz et al. (2010): What Makes a Good Decision? Robust Satisficing as a Normative Standard of Rational Decision Making

  22. Arkadeb Ghosal et al. (2010): Computing Robustness of FlexRay Schedules to Uncertainties in Design Parameters

  23. Hemez et al. (2002): Info-gap robustness for the correlation of tests and simulations of a non-linear transient

  24. Hemez et al. (2003): Applying information-gap reasoning to the predictive accuracy assessment of transient dynamics simulations

  25. Hemez, F.M. and Ben-Haim, Y. (2004): Info-gap robustness for the correlation of tests and simulations of a non-linear transient

  26. Ben-Haim, Y. (2007): Frequently asked questions about info-gap decision theory

  27. Sprenger, J. (2011): The Precautionary Approach and the Role of Scientists in Environmental Decision-Making

  28. Sprenger, J. (2011): Precaution with the Precautionary Principle: How does it help in making decisions

  29. Hall et al. (2011): Robust climate policies under uncertainty: A comparison of Info-­-Gap and RDM methods

  30. Ben-Haim and Cogan (2011) : Linear bounds on an uncertain non-linear oscillator: an info-gap approach

  31. Van der Burg and Tyre (2011) : Integrating info-gap decision theory with robust population management: a case study using the Mountain Plover

  32. Hildebrandt and Knoke (2011) : Investment decisions under uncertainty --- A methodological review on forest science studies.

  33. Wintle et al. (2011) : Ecological-economic optimization of biodiversity conservation under climate change.

  34. Ranger et al. (2011) : Adaptation in the UK: a decision-making process.

Recent Articles, Working Papers, Notes

Also, see my complete list of articles
    Moshe's new book!
  • Sniedovich, M. (2012) Fooled by local robustness, Risk Analysis, in press.

  • Sniedovich, M. (2012) Black swans, new Nostradamuses, voodoo decision theories and the science of decision-making in the face of severe uncertainty, International Transactions in Operational Research, in press.

  • Sniedovich, M. (2011) A classic decision theoretic perspective on worst-case analysis, Applications of Mathematics, 56(5), 499-509.

  • Sniedovich, M. (2011) Dynamic programming: introductory concepts, in Wiley Encyclopedia of Operations Research and Management Science (EORMS), Wiley.

  • Caserta, M., Voss, S., Sniedovich, M. (2011) Applying the corridor method to a blocks relocation problem, OR Spectrum, 33(4), 815-929, 2011.

  • Sniedovich, M. (2011) Dynamic Programming: Foundations and Principles, Second Edition, Taylor & Francis.

  • Sniedovich, M. (2010) A bird's view of Info-Gap decision theory, Journal of Risk Finance, 11(3), 268-283.

  • Sniedovich M. (2009) Modeling of robustness against severe uncertainty, pp. 33- 42, Proceedings of the 10th International Symposium on Operational Research, SOR'09, Nova Gorica, Slovenia, September 23-25, 2009.

  • Sniedovich M. (2009) A Critique of Info-Gap Robustness Model. In: Martorell et al. (eds), Safety, Reliability and Risk Analysis: Theory, Methods and Applications, pp. 2071-2079, Taylor and Francis Group, London.
  • .
  • Sniedovich M. (2009) A Classical Decision Theoretic Perspective on Worst-Case Analysis, Working Paper No. MS-03-09, Department of Mathematics and Statistics, The University of Melbourne.(PDF File)

  • Caserta, M., Voss, S., Sniedovich, M. (2008) The corridor method - A general solution concept with application to the blocks relocation problem. In: A. Bruzzone, F. Longo, Y. Merkuriev, G. Mirabelli and M.A. Piera (eds.), 11th International Workshop on Harbour, Maritime and Multimodal Logistics Modeling and Simulation, DIPTEM, Genova, 89-94.

  • Sniedovich, M. (2008) FAQS about Info-Gap Decision Theory, Working Paper No. MS-12-08, Department of Mathematics and Statistics, The University of Melbourne, (PDF File)

  • Sniedovich, M. (2008) A Call for the Reassessment of the Use and Promotion of Info-Gap Decision Theory in Australia (PDF File)

  • Sniedovich, M. (2008) Info-Gap decision theory and the small applied world of environmental decision-making, Working Paper No. MS-11-08
    This is a response to comments made by Mark Burgman on my criticism of Info-Gap (PDF file )

  • Sniedovich, M. (2008) A call for the reassessment of Info-Gap decision theory, Decision Point, 24, 10.

  • Sniedovich, M. (2008) From Shakespeare to Wald: modeling wors-case analysis in the face of severe uncertainty, Decision Point, 22, 8-9.

  • Sniedovich, M. (2008) Wald's Maximin model: a treasure in disguise!, Journal of Risk Finance, 9(3), 287-291.

  • Sniedovich, M. (2008) Anatomy of a Misguided Maximin formulation of Info-Gap's Robustness Model (PDF File)
    In this paper I explain, again, the misconceptions that Info-Gap proponents seem to have regarding the relationship between Info-Gap's robustness model and Wald's Maximin model.

  • Sniedovich. M. (2008) The Mighty Maximin! (PDF File)
    This paper is dedicated to the modeling aspects of Maximin and robust optimization.

  • Sniedovich, M. (2007) The art and science of modeling decision-making under severe uncertainty, Decision Making in Manufacturing and Services, 1-2, 111-136. (PDF File) .

  • Sniedovich, M. (2007) Crystal-Clear Answers to Two FAQs about Info-Gap (PDF File)
    In this paper I examine the two fundamental flaws in Info-Gap decision theory, and the flawed attempts to shrug off my criticism of Info-Gap decision theory.

  • My reply (PDF File) to Ben-Haim's response to one of my papers. (April 22, 2007)

    This is an exciting development!

    • Ben-Haim's response confirms my assessment of Info-Gap. It is clear that Info-Gap is fundamentally flawed and therefore unsuitable for decision-making under severe uncertainty.

    • Ben-Haim is not familiar with the fundamental concept point estimate. He does not realize that a function can be a point estimate of another function.

      So when you read my papers make sure that you do not misinterpret the notion point estimate. The phrase "A is a point estimate of B" simply means that A is an element of the same topological space that B belongs to. Thus, if B is say a probability density function and A is a point estimate of B, then A is a probability density function belonging to the same (assumed) set (family) of probability density functions.

      Ben-Haim mistakenly assumes that a point estimate is a point in a Euclidean space and therefore a point estimate cannot be say a function. This is incredible!


  • A formal proof that Info-Gap is Wald's Maximin Principle in disguise. (December 31, 2006)
    This is a very short article entitled Eureka! Info-Gap is Worst Case (maximin) in Disguise! (PDF File)
    It shows that Info-Gap is not a new theory but rather a simple instance of Wald's famous Maximin Principle dating back to 1945, which in turn goes back to von Neumann's work on Maximin problems in the context of Game Theory (1928).

  • A proof that Info-Gap's uncertainty model is fundamentally flawed. (December 31, 2006)
    This is a very short article entitled The Fundamental Flaw in Info-Gap's Uncertainty Model (PDF File) .
    It shows that because Info-Gap deploys a single point estimate under severe uncertainty, there is no reason to believe that the solutions it generates are likely to be robust.

  • A math-free explanation of the flaw in Info-Gap. ( December 31, 2006)
    This is a very short article entitled The GAP in Info-Gap (PDF File) .
    It is a math-free version of the paper above. Read it if you are allergic to math.

  • A long essay entitled What's Wrong with Info-Gap? An Operations Research Perspective (PDF File) (December 31, 2006).
    This is a paper that I presented at the ASOR Recent Advances in Operations Research (PDF File) mini-conference (December 1, 2006, Melbourne, Australia).

Recent Lectures, Seminars, Presentations

If your organization is promoting Info-Gap, I suggest that you invite me for a seminar at your place. I promise to deliver a lively, informative, entertaining and convincing presentation explaining why it is not a good idea to use — let alone promote — Info-Gap as a decision-making tool.

Here is a list of relevant lectures/seminars on this topic that I gave in the last two years.


Disclaimer: This page, its contents and style, are the responsibility of the author (Moshe Sniedovich) and do not represent the views, policies or opinions of the organizations he is associated/affiliated with.


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