Bayesian Networks, Total Variation and Robustness

Sophia K. Wright; Jim Q. Smith

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arXiv · 1811.07179

Bayesian Networks, Total Variation and Robustness

Sophia K. Wright·Jim Q. Smith

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Abstract

Now that Bayesian Networks (BNs) have become widely used, an appreciation is developing of just how critical an awareness of the sensitivity and robustness of certain target variables are to changes in the model. When time resources are limited, such issues impact directly on the chosen level of complexity of the BN as well as the quantity of missing probabilities we are able to elicit. Currently most such analyses are performed once the whole BN has been elicited and are based on Kullback-Leibler information measures. In this paper we argue that robustness methods based instead on the familiar total variation distance provide simple and more useful bounds on robustness to misspecification which are both formally justifiable and transparent. We demonstrate how such formal robustness considerations can be embedded within the process of building a BN. Here we focus on two particular choices a modeller needs to make: the choice of the parents of each node and the number of levels to choose for each variable within the system. Our analyses are illustrated throughout using two BNs drawn from the recent literature.

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BibTeX RIS

Sophia K. Wright, Jim Q. Smith. 2018-11-17. Bayesian Networks, Total Variation and Robustness. https://arxiv.org/abs/1811.07179

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