Bayesian Networks and Decision Graphs

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Format: Hardcover
Pub. Date: 2001-09-01
Publisher(s): Springer Verlag
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Summary

Bayesian networks and decision graphs are formal graphical languages for representation and communication of decision scenarios requiring reasoning under uncertainty. Their strengths are two-sided. It is easy for humans to construct and to understand them, and when communicated to a computer, they can easily be compiled. Furthermore, handy algorithms are developed for analyses of the models and for providing responses to a wide range of requests such as belief updating, determining optimal strategies, conflict analyses of evidence, and most probable explanation. The book emphasizes both the human and the computer side. Part I gives a thorough introduction to Bayesian networks as well as decision trees and infulence diagrams, and through examples and exercises, the reader is instructed in building graphical models from domain knowledge. This part is self-contained and it does not require other background than standard secondary school mathematics. Part II is devoted to the presentation of algorithms and complexity issues. This part is also self-contained, but it requires that the reader is familiar with working with texts in the mathematical language. The author also: *Provides a well-founded practical introduction to Bayesian networks, decision trees and influence diagrams *Gives several examples and exercises exploiting the computer systems for Bayesian netowrks and influence diagrams *Gives practical advice on constructiong Bayesian networks and influence diagrams from domain knowledge. *Embeds decision making into the framework of Bayesian networks *Presents in detail the currently most efficient algorithms for probability updating in Bayesian networks *Discusses a wide range of analyes tools and model requests together with algorithms for calculation of responses. *Gives a detailed presentation of the currently most efficient algorithm for solving influence diagrams.Finn V. Jensen is professor of computer science at the University of Aalborg.

Table of Contents

Preface v
I A Practical Guide to Normative Systems 1(156)
Causal and Bayesian Networks
3(32)
Reasoning under Uncertainty
3(3)
Car start problem
3(1)
Causal networks
4(2)
Causal Networks and d-Separation
6(5)
d-separation
10(1)
Probability Calculus
11(7)
Basic axioms
11(1)
Conditional probabilities
12(1)
Subjective probabilities
13(1)
Probability calculus for variables
13(2)
An algebra of potentials
15(1)
Calculation with joint probability tables
16(1)
Conditional independence
17(1)
Bayesian Networks
18(10)
Definition of Bayesian networks
18(2)
A Bayesian network for car start
20(1)
The chain rule for Bayesian networks
21(1)
Bayesian networks admit d-separation
22(1)
Car start revisited
23(1)
Evidence
24(1)
Bucket elimination
25(2)
Graphical models---formal languages for model specification
27(1)
Summary
28(2)
Bibliographical Notes
30(1)
Exercises
30(5)
Building Models
35(44)
Catching the Structure
35(9)
Milk test
36(2)
Cold or angina?
38(1)
Insemination
39(1)
Simple Bayes models
40(1)
A simplified poker game
41(2)
Causality
43(1)
Determining the Conditional Probabilities
44(13)
Milk test
44(2)
Stud farm
46(4)
Conditional probabilities for the poker game
50(2)
Transmission of symbol strings
52(2)
Cold or angina?
54(1)
Why causal networks?
55(2)
Modeling Methods
57(13)
Undirected relations
57(2)
Noisy or
59(2)
Divorcing
61(1)
Noisy functional dependence
62(2)
Time-stamped models
64(2)
Expert disagreements
66(2)
Interventions
68(1)
Continuous variables
69(1)
Special Features
70(3)
Joint probability tables
70(1)
Most probable explanation
71(1)
Data conflict
71(1)
Sensitivity analysis
72(1)
Summary
73(1)
Bibliographical Notes
74(1)
Exercises
74(5)
Learning, Adaptation, and Tuning
79(30)
Distance Measures
80(1)
Batch Learning
81(6)
Example: strings of symbols
82(1)
Search for possible structures
83(1)
Practical issues
84(3)
Adaptation
87(6)
Fractional updating
88(1)
Fading
89(1)
Specification of initial sample size
90(1)
Example: strings of symbols
91(1)
Adaptation to structure
92(1)
Tuning
93(9)
Example
95(2)
Determining P(A/e) as a function of t
97(1)
Explicit modeling of parameters
98(3)
The example revisited
101(1)
Dependent parameters and resistance
101(1)
Summary
102(2)
Bibliographical Notes
104(1)
Exercises
105(4)
Decision Graphs
109(48)
One Action
110(4)
Fold or call?
110(2)
Mildew
112(1)
One action in general
113(1)
Utilities
114(2)
Management of effort
114(2)
Value of Information
116(6)
Test for infected milk?
116(2)
Myopic hypothesis driven data request
118(1)
Nonutility value functions
119(1)
Nonmyopic data request
120(2)
Decision Trees
122(6)
A start problem
122(3)
Solving decision trees
125(3)
Coalesced decision trees
128(1)
Decision-Theoretic Troubleshooting
128(9)
Action sequences
128(5)
The greedy approach
133(2)
Call service
135(1)
Questions
136(1)
The myopic repair-observation strategy
137(1)
Influence Diagrams
137(10)
Extended poker model
137(3)
Definition of influence diagrams
140(2)
Solutions to influence diagrams
142(3)
Test decisions in influence diagrams
145(2)
Summary
147(4)
Bibliographical Notes
151(1)
Exercises
151(6)
II Algorithms for Normative Systems 157(96)
Belief Updating in Bayesian Networks
159(42)
Introductory Examples
159(6)
A single marginal
159(3)
Different evidence scenarios
162(3)
All marginals
165(1)
Graph-Theoretic Representation
165(4)
Task and notation
166(1)
Domain graphs
166(3)
Triangulated Graphs and Join Trees
169(5)
Join trees
172(2)
Propagation in Junction Trees
174(5)
Lazy propagation in junction trees
177(2)
Exploiting the Information Scenario
179(3)
Barren nodes
180(1)
d-separation
180(2)
Nontriangulated Domain Graphs
182(7)
Triangulation of graphs
184(3)
Triangulation of time-stamped models
187(2)
Stochastic Simulation
189(3)
Bibliographical Notes
192(1)
Exercises
193(8)
Bayesian Network Analysis Tools
201(24)
IEJ trees
202(1)
Joint Probabilities and A-Saturated Junction Trees
203(2)
A-saturated junction trees
203(2)
Configuration of Maximal Probability
205(3)
Axioms for Propagation in Junction Trees
208(1)
Data Conflict
208(5)
Insemination
209(1)
The conflict measure conf
209(1)
Conflict or rare case
210(1)
Tracing of conflicts
211(2)
Other approaches to conflict detection
213(1)
SE analysis
213(6)
Example and definitions
213(3)
h-saturated junction trees and SE analysis
216(3)
Sensitivity to Parameters
219(4)
One-way sensitivity analysis
222(1)
Two-way sensitivity analysis
222(1)
Bibliographical Notes
223(1)
Exercises
223(2)
Algorithms for Influence Diagrams
225(28)
The Chain Rule for Influence Diagrams
227(1)
Strategies and Expected Utilities
228(8)
The example DI
235(1)
Variable Elimination
236(5)
Strong junction trees
238(3)
Relevant past
241(1)
Policy Networks
241(4)
Value of Information
245(1)
LIMIDs
246(5)
Bibliographical Notes
251(1)
Exercises
251(2)
List of Notation 253(2)
Bibliography 255(8)
Index 263

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