Sensitivity Analysis in Gaussian Bayesian Networks Using a Divergence Measure

This article develops a method for computing the sensitivity analysis in a Gaussian Bayesian network. The measure presented is based on the Kullback–Leibler divergence and is useful to evaluate the impact of prior changes over the posterior marginal density of the target variable in the network. We find that some changes do not disturb the posterior marginal density of interest. Finally, we describe a method to compare different sensitivity measures obtained depending on where the inaccuracy was. An example is used to illustrate the concepts and methods presented.