1. Sensitivity to evidence in Gaussian Bayesian networks using mutual information
- Author
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Gómez Villegas, Miguel Ángel, Main Yaque, Paloma, Viviani, Paola, Gómez Villegas, Miguel Ángel, Main Yaque, Paloma, and Viviani, Paola
- Abstract
We 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., Ministerio de Ciencia, Innovación y Universidades (España), Universidad Complutense de Madrid/Banco de Santander, Depto. de Estadística e Investigación Operativa, Fac. de Ciencias Matemáticas, TRUE, pub
- Published
- 2014