Uncertainty in Artificial Intelligence
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Three new sensitivity analysis methods for influence diagrams
Debarun Bhattacharjya, Ross Shachter
Abstract:
Performing sensitivity analysis for influence diagrams using the decision circuit framework is particularly convenient, since the partial derivatives with respect to every parameter are readily available [Bhattacharjya and Shachter, 2007; 2008]. In this paper we present three non-linear sensitivity analysis methods that utilize this partial derivative information and therefore do not require re-evaluating the decision situation multiple times. Specifically, we show how to efficiently compare strategies in decision situations, perform sensitivity to risk aversion and compute the value of perfect hedging [Seyller, 2008].
Keywords:
Pages: 56-64
PS Link:
PDF Link: /papers/10/p56-bhattacharjya.pdf
BibTex:
@INPROCEEDINGS{Bhattacharjya10,
AUTHOR = "Debarun Bhattacharjya and Ross Shachter",
TITLE = "Three new sensitivity analysis methods for influence diagrams",
BOOKTITLE = "Proceedings of the Twenty-Sixth Conference Annual Conference on Uncertainty in Artificial Intelligence (UAI-10)",
PUBLISHER = "AUAI Press",
ADDRESS = "Corvallis, Oregon",
YEAR = "2010",
PAGES = "56--64"
}


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