Sensitivity Analysis in Gaussian Bayesian Networks Using a Divergence Measure
dc.contributor.author | Gómez Villegas, Miguel Ángel | |
dc.contributor.author | Main Yaque, Paloma | |
dc.contributor.author | Susi García, María Del Rosario | |
dc.date.accessioned | 2023-06-20T09:31:25Z | |
dc.date.available | 2023-06-20T09:31:25Z | |
dc.date.issued | 2007 | |
dc.description.abstract | 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. | en |
dc.description.department | Depto. de Estadística e Investigación Operativa | |
dc.description.faculty | Fac. de Ciencias Matemáticas | |
dc.description.refereed | TRUE | |
dc.description.sponsorship | Ministerio de Educación, Formación Profesional y Deportes (España) | |
dc.description.sponsorship | MTM | |
dc.description.sponsorship | Universidad Complutense de Madrid | |
dc.description.status | pub | |
dc.eprint.id | https://eprints.ucm.es/id/eprint/14566 | |
dc.identifier.citation | Gómez Villegas, M. A., Main Yaque, P. & Susi García, M. R. «Sensitivity Analysis in Gaussian Bayesian Networks Using a Divergence Measure». Communications in Statistics - Theory and Methods, vol. 36, n.o 3, febrero de 2007, pp. 523-39. DOI.org (Crossref), https://doi.org/10.1080/03610920600853282. | |
dc.identifier.doi | 10.1080/03610920600853282 | |
dc.identifier.issn | 1532-415X | |
dc.identifier.officialurl | https//doi.org/10.1080/03610920600853282 | |
dc.identifier.relatedurl | http://www.tandfonline.com/loi/lsta20 | |
dc.identifier.uri | https://hdl.handle.net/20.500.14352/49802 | |
dc.issue.number | 1-4 | |
dc.journal.title | Communications in statistics. Theory and methods | |
dc.language.iso | eng | |
dc.page.final | 539 | |
dc.page.initial | 523 | |
dc.publisher | Taylor & Francis | |
dc.relation.projectID | MTM2005-05462 | |
dc.relation.projectID | UCM2005-910395. | |
dc.rights.accessRights | open access | |
dc.subject.cdu | 519.226.3 | |
dc.subject.keyword | Gaussian Bayesian network | |
dc.subject.keyword | Kullback–Leibler divergence | |
dc.subject.keyword | Sensitivity analysis | |
dc.subject.ucm | Estadística aplicada | |
dc.title | Sensitivity Analysis in Gaussian Bayesian Networks Using a Divergence Measure | en |
dc.type | journal article | |
dc.volume.number | 36 | |
dspace.entity.type | Publication | |
relation.isAuthorOfPublication | c8f6ba8b-2df4-4f4a-ac9a-76e7b061e41a | |
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relation.isAuthorOfPublication | 13d8b9f8-7ca8-4115-ab2f-6aa12784b434 | |
relation.isAuthorOfPublication.latestForDiscovery | ec909d41-f0c0-40b7-9d6e-1346e1e9ef43 |
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