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Methods for Constructing Uncertainty Intervals for Queries of Bayesian Nets
Author(s) -
Donald Margaret R.,
Mengersen Kerrie L.
Publication year - 2014
Publication title -
australian and new zealand journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 1369-1473
DOI - 10.1111/anzs.12095
Subject(s) - bayesian probability , bayesian network , sample (material) , mathematics , net (polyhedron) , interval (graph theory) , population , bayesian statistics , credible interval , bayesian average , bayesian inference , computer science , sample size determination , algorithm , statistics , combinatorics , chemistry , geometry , demography , chromatography , sociology
Summary In this paper the issue of finding uncertainty intervals for queries in a Bayesian Network is reconsidered. The investigation focuses on Bayesian Nets with discrete nodes and finite populations. An earlier asymptotic approach is compared with a simulation‐based approach, together with further alternatives, one based on a single sample of the Bayesian Net of a particular finite population size, and another which uses expected population sizes together with exact probabilities. We conclude that a query of a Bayesian Net should be expressed as a probability embedded in an uncertainty interval. Based on an investigation of two Bayesian Net structures, the preferred method is the simulation method. However, both the single sample method and the expected sample size methods may be useful and are simpler to compute. Any method at all is more useful than none, when assessing a Bayesian Net under development, or when drawing conclusions from an ‘expert’ system.