Sensitivity analysis in multilinear probabilistic models

DOI10.1016/J.INS.2017.05.010MaRDI QIDQ2293274zbMATH OpenOpenAlexFDO

Authors Manuele Leonelli, Christiane Görgen, Jim Q. Smith

Publication date 7 February 2020

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1512.02266, http://eprints.gla.ac.uk/140752/7/140752.pdf

zbMATH Keywords

\(\phi\)-divergencesBayesian networksCD distanceChan-Darwiche distanceinterpolating polynomialsensitivity analysis

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)

Abstract: Sensitivity methods for the analysis of the outputs of discrete Bayesian networks have been extensively studied and implemented in different software packages. These methods usually focus on the study of sensitivity functions and on the impact of a parameter change to the Chan-Darwiche distance. Although not fully recognized, the majority of these results heavily rely on the multilinear structure of atomic probabilities in terms of the conditional probability parameters associated with this type of network. By defining a statistical model through the polynomial expression of its associated defining conditional probabilities, we develop a unifying approach to sensitivity methods applicable to a large suite of models including extensions of Bayesian networks, for instance context-specific and dynamic ones, and chain event graphs. By then focusing on models whose defining polynomial is multilinear, our algebraic approach enables us to prove that the Chan-Darwiche distance is minimized for a certain class of multi-parameter contemporaneous variations when parameters are proportionally covaried.

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• SamIam

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