Sensitivity analysis for bayesian networks with interval probabilities

S. Tolo, E. Patelli, M. Beer

Research output: Chapter in Book/Report/Conference proceedingConference contribution book

2 Citations (Scopus)

Abstract

Bayesian Networks (BNs) have more than once proven to be an extremely attractive tool in the field of complex systems reliability and risk analysis (Weber, Medina-Oliva, Simon, & Iung 2012). In spite of this, many studies have highlighted the limitations of the traditional BNs approach mainly restricted to the use of discrete variables and crisp probabilities, which cannot fully capture the nature of the information available and its unavoidable uncertainty (Spiegelhalter 1989). The use of probability bounds instead of crisp values can largely improve the accuracy of the models and the robustness of the analysis, representing the imprecision which affects both the data available and the projections inferred. The integration of BN approach with Interval probabilities present two main bottle-necks: one referred to the inference computation, the second to the uncertainty propagation among the variables involved. Regarding the inference computation, a nave approach to deriving precise bounds on a query node of the net is to apply the standard BN inference methods for each combination of probability bounds, minimizing and maximizing the final results. This approach is computationally expensive and suffers from combinatorial explosion (Thöne, Güntzer, & Kieβling 1997). Secondly, the use of probability bounds in BNs could result in large uncertainty affecting the output probabilities: high imprecision can make the analysis ineffective in terms of decision making support in spite of the accuracy of data representation. This can lead to the necessary to invest and refine the quality of the information in input in order reduce the uncertainty of the output but: this action, if not efficiently carried out, can be very expensive or even ineffective. The aim of this study is to develop theoretical and computational tools able to identify the main sources of uncertainty in the input affecting the overall results of the analysis. This information would allow to effectively tackling the uncertainty affecting the model results, obtaining the most accurate information at the lowest cost. The methods developed are based on well-known and robust inference algorithms and allow identifying the best possible strategy in terms of modification of single network parameters, in order to obtain the aimed level of imprecision in output. The approach has been implemented computationally in the general purpose software OpenCossan. Numerical examples are provided in order to test the validity of the methods proposed and compared with more traditional approaches.

Original languageEnglish
Title of host publicationRisk, Reliability and Safety
Subtitle of host publicationInnovating Theory and Practice - Proceedings of the 26th European Safety and Reliability Conference, ESREL 2016
EditorsLesley Walls, Matthew Revie, Tim Bedford
Number of pages1
Publication statusPublished - 1 Jan 2017
Event26th European Safety and Reliability Conference, ESREL 2016 - Glasgow, United Kingdom
Duration: 25 Sep 201629 Sep 2016

Publication series

NameRisk, Reliability and Safety: Innovating Theory and Practice - Proceedings of the 26th European Safety and Reliability Conference, ESREL 2016

Conference

Conference26th European Safety and Reliability Conference, ESREL 2016
CountryUnited Kingdom
CityGlasgow
Period25/09/1629/09/16

Keywords

  • bayesian networks
  • imprecise probabilities
  • computation theory
  • decision making
  • numerical methods
  • reliability analysis

Fingerprint Dive into the research topics of 'Sensitivity analysis for bayesian networks with interval probabilities'. Together they form a unique fingerprint.

  • Cite this

    Tolo, S., Patelli, E., & Beer, M. (2017). Sensitivity analysis for bayesian networks with interval probabilities. In L. Walls, M. Revie, & T. Bedford (Eds.), Risk, Reliability and Safety: Innovating Theory and Practice - Proceedings of the 26th European Safety and Reliability Conference, ESREL 2016 (Risk, Reliability and Safety: Innovating Theory and Practice - Proceedings of the 26th European Safety and Reliability Conference, ESREL 2016).