Person: Gómez Villegas, Miguel Ángel
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First Name
Miguel Ángel
Last Name
Gómez Villegas
Affiliation
Universidad Complutense de Madrid
Faculty / Institute
Ciencias Matemáticas
Department
Estadística e Investigación Operativa
Area
Estadística e Investigación Operativa
Identifiers
10 results
Search Results
Now showing 1 - 10 of 10
Item Asymptotic relationships between posterior probabilities and p-values using the hazard rate(Statistics & Probability Letters, 2004) Gómez Villegas, Miguel Ángel; Main Yaque, Paloma; Sanz San Miguel, Luis; Navarro Veguillas, HilarioIn this paper the asymptotic relationship between the classical p-value and the infimum (over all unimodal and symmetric distributions) of the posterior probability in the point null hypothesis testing problem is analyzed. It is shown that the ratio between the infimum and the classical p-value has an equivalent asymptotic behavior to the hazard rate of the sample model.Item Assessing the effect of kurtosis deviations from Gaussianity on conditional distributions(Applied Mathematics and Computation, 2013) Gómez Villegas, Miguel Ángel; Main Yaque, Paloma; Navarro, H.; Susi García, María Del RosarioThe multivariate exponential power family is considered for n-dimensional random variables, Z, with a known partition Z equivalent to (Y, X) of dimensions p and n - p, respectively, with interest focusing on the conditional distribution Y vertical bar X. An infinitesimal variation of any parameter of the joint distribution produces perturbations in both the conditional and marginal distributions. The aim of the study was to determine the local effect of kurtosis deviations using the Kullback-Leibler divergence measure between probability distributions. The additive decomposition of this measure in terms of the conditional and marginal distributions, Y vertical bar X and X, is used to define a relative sensitivity measure of the conditional distribution family {Y vertical bar X = x}. Finally, simulated results suggest that for large dimensions, the measure is approximately equal to the ratio p/n, and then the effect of non-normality with respect to kurtosis depends only on the relative size of the variables considered in the partition of the random vector.Item Evaluating The Difference Between Graph Structures In Gaussian Bayesian Networks(Expert Systems With Applications, 2011) Gómez Villegas, Miguel Ángel; Main Yaque, Paloma; Navarro Veguillas, Hilario; Susi García, María Del RosarioIn 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 Sensitivity to evidence in Gaussian Bayesian networks using mutual information(Information sciences, 2014) Gómez Villegas, Miguel Ángel; Main Yaque, Paloma; Viviani, PaolaWe introduce a methodology for sensitivity analysis of evidence variables in Gaussian Bayesian networks. Knowledge of the posterior probability distribution of the target variable in a Bayesian network, given a set of evidence, is desirable. However, this evidence is not always determined; in fact, additional information might be requested to improve the solution in terms of reducing uncertainty. In this study we develop a procedure, based on Shannon entropy and information theory measures, that allows us to prioritize information according to its utility in yielding a better result. Some examples illustrate the concepts and methods introduced.Item The effect of block parameter perturbations in Gaussian Bayesian networks: Sensitivity and robustness(Information Sciences, 2013) Gómez Villegas, Miguel Ángel; Main Yaque, Paloma; Susi García, María Del Rosarion this work we study the effects of model inaccuracies on the description of a Gaussian Bayesian network with a set of variables of interest and a set of evidential variables. Using the Kullback-Leibler divergence measure, we compare the output of two different networks after evidence propagation: the original network, and a network with perturbations representing uncertainties in the quantitative parameters. We describe two methods for analyzing the sensitivity and robustness of a Gaussian Bayesian network on this basis. In the sensitivity analysis, different expressions are obtained depending on which set of parameters is considered inaccurate. This fact makes it possible to determine the set of parameters that most strongly disturbs the network output. If all of the divergences are small, we can conclude that the network output is insensitive to the proposed perturbations. The robustness analysis is similar, but considers all potential uncertainties jointly. It thus yields only one divergence, which can be used to confirm the overall sensitivity of the network. Some practical examples of this method are provided, including a complex, real-world problemItem A Bayesian Analysis For The Multivariate Point Null Testing Problem(Statistics, 2009) Gómez Villegas, Miguel Ángel; Main Yaque, Paloma; Sanz San Miguel, LuisA Bayesian test for the point null testing problem in the multivariate case is developed. A procedure to get the mixed distribution using the prior density is suggested. For comparisons between the Bayesian and classical approaches, lower bounds on posterior probabilities of the null hypothesis, over some reasonable classes of prior distributions, are computed and compared with the p-value of the classical test. With our procedure, a better approximation is obtained because the p-value is in the range of the Bayesian measures of evidence.Item Extreme Inaccuracies In Gaussian Bayesian Networks(Journal Of Multivariate Analysis, 2008) Gómez Villegas, Miguel Ángel; Main Yaque, Paloma; Susi García, María Del RosarioTo evaluate the impact of model inaccuracies over the network’s output, after the evidence propagation, in a Gaussian Bayesian network, a sensitivity measure is introduced. This sensitivity measure is the Kullback–Leibler divergence and yields different expressions depending on the type of parameter to be perturbed, i.e. on the inaccurate parameter. In this work, the behavior of this sensitivity measure is studied when model inaccuracies are extreme,i.e. when extreme perturbations of the parameters can exist. Moreover, the sensitivity measure is evaluated for extreme situations of dependence between the main variables of the network and its behavior with extreme inaccuracies. This analysis is performed to find the effect of extreme uncertainty about the initial parameters of the model in a Gaussian Bayesian network and about extreme values of evidence. These ideas and procedures are illustrated with an example.Item 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 RosarioThis 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.Item Sensitivity to hyperprior parameters in Gaussian Bayesian networks(Journal of multivariate analysis, 2014) Gómez Villegas, Miguel Ángel; Main Yaque, Paloma; Navarro, H.; Susi García, María Del RosarioBayesian networks (BNs) have become an essential tool for reasoning under uncertainty in complex models. In particular, the subclass of Gaussian Bayesian networks (GBNs) can be used to model continuous variables with Gaussian distributions. Here we focus on the task of learning GBNs from data. Factorization of the multivariate Gaussian joint density according to a directed acyclic graph (DAG) provides an alternative and interchangeable representation of a GBN by using the Gaussian conditional univariate densities of each variable given its parents in the DAG. With this latter conditional specification of a GBN, the learning process involves determination of the mean vector, regression coefficients and conditional variances parameters. Some approaches have been proposed to learn these parameters from a Bayesian perspective using different priors, and therefore some hyperparameter values are tuned. Our goal is to deal with the usual prior distributions given by the normal/inverse gamma form and to evaluate the effect of prior hyperparameter choice on the posterior distribution. As usual in Bayesian robustness, a large class of priors expressed by many hyperparameter values should lead to a small collection of posteriors. From this perspective and using Kullback-Leibler divergence to measure prior and posterior deviations, a local sensitivity measure is proposed to make comparisons. If a robust Bayesian analysis is developed by studying the sensitivity of Bayesian answers to uncertain inputs, this method will also be useful for selecting robust hyperparameter values.Item A suitable Bayesian approach in testing point null hypothesis: some examples revisited(Communications in statistics. Theory and methods, 2002) Gómez Villegas, Miguel Ángel; Main Yaque, Paloma; Sanz San Miguel, LuisIn the problem of testing the point null hypothesis H-0: theta = theta(0) versus H-1: theta not equal theta(0), with a previously given prior density for the parameter theta, we propose the following methodology: to fix an interval of radius epsilon around theta(0) and assign a prior mass, pi(0), to H-0 computed by the density pi(theta) over the interval (theta(0) - epsilon, theta(0) + epsilon), spreading the remainder, 1 - pi(0), over H-1 according to pi(theta). It is shown that for Lindley's paradox, the Normal model with some different priors and Darwin-Fisher's example, this procedure makes the posterior probability of H-0 and the p-value matching better than if the prior mass assigned to H-0 is 0.5.