55,123 research outputs found
Uncertain inference using interval probability theory
AbstractThe use of interval probability theory (IPT) for uncertain inference is demonstrated. The general inference rule adopted is the theorem of total probability. This enables information on the relevance of the elements of the power set of evidence to be combined with the measures of the support for and dependence between each item of evidence. The approach recognises the importance of the structure of inference problems and yet is an open world theory in which the domain need not be completely specified in order to obtain meaningful inferences. IPT is used to manipulate conflicting evidence and to merge evidence on the dependability of a process with the data handled by that process. Uncertain inference using IPT is compared with Bayesian inference
The belief noisy-or model applied to network reliability analysis
One difficulty faced in knowledge engineering for Bayesian Network (BN) is
the quan-tification step where the Conditional Probability Tables (CPTs) are
determined. The number of parameters included in CPTs increases exponentially
with the number of parent variables. The most common solution is the
application of the so-called canonical gates. The Noisy-OR (NOR) gate, which
takes advantage of the independence of causal interactions, provides a
logarithmic reduction of the number of parameters required to specify a CPT. In
this paper, an extension of NOR model based on the theory of belief functions,
named Belief Noisy-OR (BNOR), is proposed. BNOR is capable of dealing with both
aleatory and epistemic uncertainty of the network. Compared with NOR, more rich
information which is of great value for making decisions can be got when the
available knowledge is uncertain. Specially, when there is no epistemic
uncertainty, BNOR degrades into NOR. Additionally, different structures of BNOR
are presented in this paper in order to meet various needs of engineers. The
application of BNOR model on the reliability evaluation problem of networked
systems demonstrates its effectiveness
Statistical Models with Uncertain Error Parameters
In a statistical analysis in Particle Physics, nuisance parameters can be
introduced to take into account various types of systematic uncertainties. The
best estimate of such a parameter is often modeled as a Gaussian distributed
variable with a given standard deviation (the corresponding "systematic
error"). Although the assigned systematic errors are usually treated as
constants, in general they are themselves uncertain. A type of model is
presented where the uncertainty in the assigned systematic errors is taken into
account. Estimates of the systematic variances are modeled as gamma distributed
random variables. The resulting confidence intervals show interesting and
useful properties. For example, when averaging measurements to estimate their
mean, the size of the confidence interval increases for decreasing
goodness-of-fit, and averages have reduced sensitivity to outliers. The basic
properties of the model are presented and several examples relevant for
Particle Physics are explored.Comment: 26 pages, 27 figure
Bayesian Inference in Processing Experimental Data: Principles and Basic Applications
This report introduces general ideas and some basic methods of the Bayesian
probability theory applied to physics measurements. Our aim is to make the
reader familiar, through examples rather than rigorous formalism, with concepts
such as: model comparison (including the automatic Ockham's Razor filter
provided by the Bayesian approach); parametric inference; quantification of the
uncertainty about the value of physical quantities, also taking into account
systematic effects; role of marginalization; posterior characterization;
predictive distributions; hierarchical modelling and hyperparameters; Gaussian
approximation of the posterior and recovery of conventional methods, especially
maximum likelihood and chi-square fits under well defined conditions; conjugate
priors, transformation invariance and maximum entropy motivated priors; Monte
Carlo estimates of expectation, including a short introduction to Markov Chain
Monte Carlo methods.Comment: 40 pages, 2 figures, invited paper for Reports on Progress in Physic
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