Gomez-Villegas, Miguel Angel and Main Yaque, Paloma and Navarro Veguillas, Hilario and Susi, Rosario
*Evaluating The Difference Between Graph Structures In Gaussian Bayesian Networks.*
Expert Systems With Applications, 38
(10).
pp. 12409-12414.
ISSN 0957-4174

PDF
Restringido a Repository staff only hasta 2020. 887kB |

Official URL: http://www.sciencedirect.com/science/article/pii/S0957417411005367

## Abstract

In this work, we evaluate the sensitivity of Gaussian Bayesian networks to perturbations or uncertainties in the regression coefficients of the network arcs and the conditional distributions of the variables.

The Kullback–Leibler divergence measure is used to compare the original network to its perturbation.

By setting the regression coefficients to zero or non-zero values, the proposed method can remove or add arcs, making it possible to compare different network structures.

The methodology is implemented with some case studies.

Item Type: | Article |
---|---|

Uncontrolled Keywords: | Gaussian Bayesian networks; Conditional specification; Sensitivity analysis; Kullback-Leibler divergence measure;Sensitivity-Analysis;Computer Science, Artificial Intelligence; Engineering, Electrical & Electronic; Operations Research & Management |

Subjects: | Sciences > Mathematics > Mathematical statistics |

ID Code: | 15611 |

References: | Bednarski, M., Cholewa, W., & Frid, W. (2004). Identification of sensitivities in Bayesian networks. Engineering Applications of Artificial Intelligence, 17, 327–335. Castillo, E., & Kjærulff, U. (2003). Sensitivity analysis in Gaussian Bayesian networks using a symbolic-numerical technique. Reliability Engineering and System Safety, 79, 139–148. Chan, H., & Darwiche, A. (2005). A distance measure for bounding probabilistic belief change. International Journal of Approximate Reasoning, 38(2), 149–174. Coupé, V. M. H., van der Gaag, L. C., & Habbema, J. D. F. (2000). Sensitivity analysis: An aid for belief-network quantification. The Knowledge Engineering Review, 15(3), 215–232. Gómez-Villegas, M. A., Main, P., & Susi, R. (2008). Sensitivity of Gaussian Bayesian networks to inaccuracies in their parameters. In Proceedings of the fourth European workshop on probabilistic graphical models, Hirtshals, Denmark (pp. 145–152). Gómez-Villegas, M. A., Main, P., & Susi, R. (2007). Sensitivity analysis in Gaussian Bayesian networks using a divergence measure. Communications in Statistics: Theory and Methods, 36(3), 523–539. Hugin, <http://www.hugin.com/>. Jensen, F. V., & Nielsen, T. (2007). Bayesian networks and decision graphs. New York: Springer. Kjaerulff, U. B., & Madsen, A. L. (2008). Bayesian networks and influence diagrams. A guide to construction and analysis. New York: Springer. Kjærulff, U. B., & van der Gaag, L. C. (2000). Making sensitivity analysis computationally efficient. In Proceedings of the 16th conference on uncertainty in artificial intelligence (pp. 317-325). Morgan Kaufmann. Kullback, S., & Leibler, R. A. (1951).On information and sufficiency. Annals of Mathematical Statistics, 22, 79–86. Laskey, K. B. (1995). Sensitivity analysis for probability assessments in Bayesian networks. IEEE Transactions on Systems, Man and Cybernetics, 25, 901–909. Lauritzen, S. L. (1996). Graphical models. Oxford: Clarendon Press. Pearl, J. (1988). Probabilistic reasoning in intelligent systems: Networks of plausible inference. San Mateo, CA: Morgan Kaufman. Piratelli-Filho, A. & Di Giacomo, B. (2003). Uncertainty evaluation in small angle calibration using ISO GUM approach and Monte Carlo method. In XVII IMEKO World congress metrology in the third MIllenium. Shachter, R., & Kenley, C. (1989). Gaussian influence diagrams. Management Science,35, 527–550. van der Gaag, L. C., Renooij, S., & Coupe, V. M. H. (2007).Sensitivity analysis of probabilistic networks. In P. Lucas, J. A. Gamez, & A. Salmeron (Eds.), Advances in probabilistic graphical models, studies in fuzziness and soft computing (pp. 103–124). Berlin: Springer Verlag. |

Deposited On: | 13 Jun 2012 08:58 |

Last Modified: | 06 Feb 2014 10:28 |

Repository Staff Only: item control page