Sensitivity analysis of continuous time Bayesian network reliability models

DOI10.1137/140953848MaRDI QIDQ2945156zbMATH OpenOpenAlexFDO

Authors Liessman Sturlaugson, John W. Sheppard

Publication date 9 September 2015

Published in SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/140953848

zbMATH Keywords

sensitivity analysisreliability modelscontinuous-time Bayesian networksperturbation realization

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Sensitivity, stability, parametric optimization (90C31) Continuous-time Markov processes on discrete state spaces (60J27)

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Cites work

• scientific article; zbMATH DE number 1237738 (Why is no real title available?)
• A Compositional Semantics for Dynamic Fault Trees in Terms of Interactive Markov Chains
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• Factored performance functions and decision making in continuous time Bayesian networks
• Intrusion detection using continuous time Bayesian networks
• Likelihood Ratio Sensitivity Analysis for Markovian Models of Highly Dependable Systems
• Mean field variational approximation for continuous-time Bayesian networks
• Observable augmented systems for sensitivity analysis of Markov and semi-Markov processes
• On-line sensitivity analysis of Markov chains
• Perturbation realization, potentials, and sensitivity analysis of Markov processes
• Probabilistic graphical models.
• Relationship Between Perturbation Realization Factors With Queueing Models and Markov Models
• Single sample path-based sensitivity analysis of Markov processes using uniformization
• Structural infinitesimal perturbation analysis (SIPA) for derivative estimation of discrete-event dynamic systems

Cited in

(3)

• Compact structures for continuous time Bayesian networks
• scientific article; zbMATH DE number 1990790 (Why is no real title available?)
• Factored performance functions and decision making in continuous time Bayesian networks

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