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Sensitivity Analysis in Gaussian Bayesian Networks Using a Divergence Measure

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dc.contributor.authorGómez Villegas, Miguel A.
dc.contributor.authorMain Yaque, Paloma
dc.contributor.authorSusi García, Rosario
dc.date.accessioned2023-06-20T09:31:25Z
dc.date.available2023-06-20T09:31:25Z
dc.date.issued2007
dc.description.abstractThis 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.
dc.description.departmentDepto. de Estadística e Investigación Operativa
dc.description.facultyFac. de Ciencias Matemáticas
dc.description.refereedTRUE
dc.description.sponsorshipMEC
dc.description.sponsorshipMTM
dc.description.sponsorshipUCM
dc.description.statuspub
dc.eprint.idhttps://eprints.ucm.es/id/eprint/14566
dc.identifier.doi10.1080/03610920600853282
dc.identifier.issn1532-415X
dc.identifier.officialurlhttp://www.tandfonline.com/loi/lsta20
dc.identifier.urihttps://hdl.handle.net/20.500.14352/49802
dc.issue.number1-4
dc.journal.titleCommunications in statistics. Theory and methods
dc.language.isoeng
dc.page.final539
dc.page.initial523
dc.publisherTaylor & Francis
dc.relation.projectIDMTM2005-05462
dc.relation.projectIDUCM2005-910395.
dc.rights.accessRightsopen access
dc.subject.cdu519.226.3
dc.subject.keywordGaussian Bayesian network
dc.subject.keywordKullback–Leibler divergence
dc.subject.keywordSensitivity analysis
dc.subject.ucmEstadística aplicada
dc.titleSensitivity Analysis in Gaussian Bayesian Networks Using a Divergence Measure
dc.typejournal article
dc.volume.number36
dspace.entity.typePublication
relation.isAuthorOfPublicationec909d41-f0c0-40b7-9d6e-1346e1e9ef43
relation.isAuthorOfPublication.latestForDiscoveryec909d41-f0c0-40b7-9d6e-1346e1e9ef43
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