Gómez Villegas, Miguel Ángel and Main Yaque, Paloma and Susi García, Rosario (2007) Sensitivity Analysis in Gaussian Bayesian Networks Using a Divergence Measure. Communications in statistics. Theory and methods, 36 (1-4). pp. 523-539. ISSN 1532-415X
Official URL: http://www.tandfonline.com/loi/lsta20
This article develops a method for computing the sensitivity analysis in a Gaussian Bayesian network. The measure presented is based on the Kullback–Leibler divergence and is useful to evaluate the impact of prior changes over the posterior marginal density of the target variable in the network. We find that some changes do not disturb the posterior marginal density of interest. Finally, we describe a method to compare different sensitivity measures obtained depending on where the inaccuracy was. An example is used to illustrate the concepts and methods presented.
|Uncontrolled Keywords:||Gaussian Bayesian network, Kullback–Leibler divergence, Sensitivity analysis|
|Subjects:||Sciences > Mathematics > Applied statistics|
|Deposited On:||15 Feb 2012 11:30|
|Last Modified:||15 Jan 2013 15:06|
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