Sensitivity analysis of prior beliefs in advanced Bayesian networks

Research output: Chapter in book/report/conference proceedingConference contributionResearchpeer review

Authors

  • Longxue He
  • Michael Beer
  • Matteo Broggi
  • Pengfei Wei
  • António Topa Gomes

Research Organisations

External Research Organisations

  • Northwestern Polytechnical University
  • Universidade do Porto
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Details

Original languageEnglish
Title of host publication2019 IEEE Symposium Series on Computational Intelligence, SSCI 2019
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages776-783
Number of pages8
ISBN (electronic)9781728124858
ISBN (print)9781728124865
Publication statusPublished - Dec 2019
Event2019 IEEE Symposium Series on Computational Intelligence, SSCI 2019 - Xiamen, China
Duration: 6 Dec 20199 Dec 2019

Abstract

Bayesian Network (BN) is an efficient model tool for approximate reasoning based on machine learning. It has been widely used for supporting the decision in many engineering applications such as geotechnical engineering. However, the current studies on BN are mostly on uncertainty quantification and decision-making, while the sensitivity analysis on BN, which may provide much more insights for decision-making, has not received much attention. The current research on sensitivity analysis of BN mainly focuses on local method, and there is a need to develop global sensitivity analysis (GSA) for both forward and backward inferences of BN. We present in this paper GSA analysis for BN within two different settings. For the first setting, it is assumed that the BN nodes, as well as their connection are characterized by precise (conditional) probabilities, and we introduce GSA for both forward and backward analysis. It is shown that, by forward analysis, the GSA indices can effectively identify the nodes which make the most contribution to the end nodes directly related to the reliability; by backward analysis, the GSA indices can inform the most important information needs to be collected for BN model updating. The second setting concerns the incomplete knowledge of nodes and their connections, and it is assumed these quantities are characterized by imprecise probability models. In this setting, the GSA is then introduced, and implemented with the newly developed non-intrusive imprecise stochastic simulation (NISS) method, for learning the most important epistemic uncertainty sources, by reducing which the robustness of the BN inference can be enhanced the most. The above theoretical developments are then applied to an infinite slope reliability analysis problem.

Keywords

    Advanced Bayesian networks, Dependence measure, Global sensitivity analysis, Imprecise stochastic simulation, Second-order probability model

ASJC Scopus subject areas

Cite this

Sensitivity analysis of prior beliefs in advanced Bayesian networks. / He, Longxue; Beer, Michael; Broggi, Matteo et al.
2019 IEEE Symposium Series on Computational Intelligence, SSCI 2019. Institute of Electrical and Electronics Engineers Inc., 2019. p. 776-783 9003122.

Research output: Chapter in book/report/conference proceedingConference contributionResearchpeer review

He, L, Beer, M, Broggi, M, Wei, P & Gomes, AT 2019, Sensitivity analysis of prior beliefs in advanced Bayesian networks. in 2019 IEEE Symposium Series on Computational Intelligence, SSCI 2019., 9003122, Institute of Electrical and Electronics Engineers Inc., pp. 776-783, 2019 IEEE Symposium Series on Computational Intelligence, SSCI 2019, Xiamen, China, 6 Dec 2019. https://doi.org/10.1109/SSCI44817.2019.9003122
He, L., Beer, M., Broggi, M., Wei, P., & Gomes, A. T. (2019). Sensitivity analysis of prior beliefs in advanced Bayesian networks. In 2019 IEEE Symposium Series on Computational Intelligence, SSCI 2019 (pp. 776-783). Article 9003122 Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/SSCI44817.2019.9003122
He L, Beer M, Broggi M, Wei P, Gomes AT. Sensitivity analysis of prior beliefs in advanced Bayesian networks. In 2019 IEEE Symposium Series on Computational Intelligence, SSCI 2019. Institute of Electrical and Electronics Engineers Inc. 2019. p. 776-783. 9003122 doi: 10.1109/SSCI44817.2019.9003122
He, Longxue ; Beer, Michael ; Broggi, Matteo et al. / Sensitivity analysis of prior beliefs in advanced Bayesian networks. 2019 IEEE Symposium Series on Computational Intelligence, SSCI 2019. Institute of Electrical and Electronics Engineers Inc., 2019. pp. 776-783
Download
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title = "Sensitivity analysis of prior beliefs in advanced Bayesian networks",
abstract = "Bayesian Network (BN) is an efficient model tool for approximate reasoning based on machine learning. It has been widely used for supporting the decision in many engineering applications such as geotechnical engineering. However, the current studies on BN are mostly on uncertainty quantification and decision-making, while the sensitivity analysis on BN, which may provide much more insights for decision-making, has not received much attention. The current research on sensitivity analysis of BN mainly focuses on local method, and there is a need to develop global sensitivity analysis (GSA) for both forward and backward inferences of BN. We present in this paper GSA analysis for BN within two different settings. For the first setting, it is assumed that the BN nodes, as well as their connection are characterized by precise (conditional) probabilities, and we introduce GSA for both forward and backward analysis. It is shown that, by forward analysis, the GSA indices can effectively identify the nodes which make the most contribution to the end nodes directly related to the reliability; by backward analysis, the GSA indices can inform the most important information needs to be collected for BN model updating. The second setting concerns the incomplete knowledge of nodes and their connections, and it is assumed these quantities are characterized by imprecise probability models. In this setting, the GSA is then introduced, and implemented with the newly developed non-intrusive imprecise stochastic simulation (NISS) method, for learning the most important epistemic uncertainty sources, by reducing which the robustness of the BN inference can be enhanced the most. The above theoretical developments are then applied to an infinite slope reliability analysis problem.",
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AU - He, Longxue

AU - Beer, Michael

AU - Broggi, Matteo

AU - Wei, Pengfei

AU - Gomes, António Topa

N1 - Funding Information: This work is supported by Chinese Scholarship Council.

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N2 - Bayesian Network (BN) is an efficient model tool for approximate reasoning based on machine learning. It has been widely used for supporting the decision in many engineering applications such as geotechnical engineering. However, the current studies on BN are mostly on uncertainty quantification and decision-making, while the sensitivity analysis on BN, which may provide much more insights for decision-making, has not received much attention. The current research on sensitivity analysis of BN mainly focuses on local method, and there is a need to develop global sensitivity analysis (GSA) for both forward and backward inferences of BN. We present in this paper GSA analysis for BN within two different settings. For the first setting, it is assumed that the BN nodes, as well as their connection are characterized by precise (conditional) probabilities, and we introduce GSA for both forward and backward analysis. It is shown that, by forward analysis, the GSA indices can effectively identify the nodes which make the most contribution to the end nodes directly related to the reliability; by backward analysis, the GSA indices can inform the most important information needs to be collected for BN model updating. The second setting concerns the incomplete knowledge of nodes and their connections, and it is assumed these quantities are characterized by imprecise probability models. In this setting, the GSA is then introduced, and implemented with the newly developed non-intrusive imprecise stochastic simulation (NISS) method, for learning the most important epistemic uncertainty sources, by reducing which the robustness of the BN inference can be enhanced the most. The above theoretical developments are then applied to an infinite slope reliability analysis problem.

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ER -

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