Person:
Susi García, María Del Rosario

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First Name
María Del Rosario
Last Name
Susi García
URI
https://hdl.handle.net/20.500.14352/77434
Affiliation
Universidad Complutense de Madrid
Faculty / Institute
Estudios estadísticos
Department
Estadística y Ciencia de los Datos
Area
Estadística e Investigación Operativa
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Author: Main Yaque, Paloma × Subject: 519.226.3 ×

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    Sensitivity Analysis in Gaussian Bayesian Networks Using a Divergence Measure
    (Communications in statistics. Theory and methods, 2007) Gómez Villegas, Miguel Ángel; Main Yaque, Paloma; Susi García, María Del Rosario
    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.