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Analyzing the effect of introducing a kurtosis parameter in Gaussian Bayesian networks

dc.contributor.authorMain Yaque, Paloma
dc.contributor.authorNavarro Veguillas, Hilario
dc.date.accessioned2023-06-20T00:16:45Z
dc.date.available2023-06-20T00:16:45Z
dc.date.issued2009-05
dc.description.abstractGaussian Bayesian networks are graphical models that represent the dependence structure of a multivariate normal random variable with a directed acyclic graph (DAG). In Gaussian Bayesian networks the output is usually the conditional distribution of some unknown variables of interest given a set of evidential nodes whose values are known. The problem of uncertainty about the assumption of normality is very common in applications. Thus a sensitivity analysis of the non-normality effect in our conclusions could be necessary. The aspect of non-normality to be considered is the tail behavior. In this line, the multivariate exponential power distribution is a family depending on a kurtosis parameter that goes from a leptokurtic to a platykurtic distribution with the normal as a mesokurtic distribution. Therefore a more general model can be considered using the multivariate exponential power distribution to describe the joint distribution of a Bayesian network, with a kurtosis parameter reflecting deviations from the normal distribution. The sensitivity of the conclusions to this perturbation is analyzed using the Kullback-Leibler divergence measure that provides an interesting formula to evaluate the effect.
dc.description.departmentSección Deptal. de Sistemas Informáticos y Computación
dc.description.facultyFac. de Ciencias Matemáticas
dc.description.refereedTRUE
dc.description.sponsorshipMinistry of Science and Innovation of Spain
dc.description.sponsorshipUniversity Complutense-Community of Madrid
dc.description.statuspub
dc.eprint.idhttps://eprints.ucm.es/id/eprint/16482
dc.identifier.doi10.1016/j.ress.2008.10.004
dc.identifier.issn0951-8320
dc.identifier.officialurlhttp://www.sciencedirect.com/science/article/pii/S0951832008002548
dc.identifier.relatedurlhttp://www.sciencedirect.com/
dc.identifier.urihttps://hdl.handle.net/20.500.14352/42320
dc.issue.number5
dc.journal.titleReliability engineering & systems safety
dc.language.isoeng
dc.page.final926
dc.page.initial922
dc.publisherElsevier Sci. Ltd.
dc.relation.projectIDMTM2008-03282/ MTM
dc.relation.projectIDCCC07-UCM/ESP-3072
dc.rights.accessRightsrestricted access
dc.subject.cdu517.977
dc.subject.keywordGaussian Bayesian networks
dc.subject.keywordKullback-Leibler divergence
dc.subject.keywordExponential power distribution
dc.subject.keywordSensitivity analysis
dc.subject.ucmEstadística aplicada
dc.titleAnalyzing the effect of introducing a kurtosis parameter in Gaussian Bayesian networks
dc.typejournal article
dc.volume.number94
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dspace.entity.typePublication
relation.isAuthorOfPublicationec909d41-f0c0-40b7-9d6e-1346e1e9ef43
relation.isAuthorOfPublication.latestForDiscoveryec909d41-f0c0-40b7-9d6e-1346e1e9ef43

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