VALUATION-BASED SYSTEMS FOR BAYESIAN DECISION-ANALYSIS
成果类型:
Article
署名作者:
SHENOY, PP
刊物名称:
OPERATIONS RESEARCH
ISSN/ISSBN:
0030-364X
DOI:
10.1287/opre.40.3.463
发表日期:
1992
页码:
463-484
关键词:
摘要:
This paper proposes a new method for representing and solving Bayesian decision problems. The representation is called a valuation-based system and has some similarities to influence diagrams. However, unlike influence diagrams which emphasize conditional independence among random variables, valuation-based systems emphasize factorizations of joint probability distributions. Also, whereas influence diagram representation allows only conditional probabilities, valuation-based system representation allows all probabilities. The solution method is a hybrid of local computational methods for the computation of marginals of joint probability distributions and the local computational methods for discrete optimization problems. We briefly compare our representation and solution methods to those of influence diagrams.