Bayesian networks and decision graphs are formal graphical languages for representation and communication of decision scenarios requiring reasoning under uncertainty. Their strengths are two-sided. It is easy for humans to construct and to understand them, and when communicated to a computer, they can easily be compiled. Furthermore, handy algorithms are developed for analyses of the models and for providing responses to a wide range of requests such as belief updating, determining optimal strategies, conflict analyses of evidence, and most probable explanation. The book emphasizes both the human and the computer side. Part I gives a thorough introduction to Bayesian networks as well as decision trees and infulence diagrams, and through examples and exercises, the reader is instructed in building graphical models from domain knowledge. This part is self-contained and it does not require other background than standard secondary school mathematics. Part II is devoted to the presentation of algorithms and complexity issues. This part is also self-contained, but it requires that the reader is familiar with working with texts in the mathematical language. The author also: *Provides a well-founded practical introduction to Bayesian networks, decision trees and influence diagrams *Gives several examples and exercises exploiting the computer systems for Bayesian netowrks and influence diagrams *Gives practical advice on constructiong Bayesian networks and influence diagrams from domain knowledge. *Embeds decision making into the framework of Bayesian networks *Presents in detail the currently most efficient algorithms for probability updating in Bayesian networks *Discusses a wide range of analyes tools and model requests together with algorithms for calculation of responses. *Gives a detailed presentation of the currently most efficient algorithm for solving influence diagrams.
Finn V. Jensen is professor of computer science at the University of Aalborg.
Probabilistic graphical models and decision graphs are powerful modeling tools for reasoning and decision making under uncertainty. As modeling languages they allow a natural specification of problem domains with inherent uncertainty, and from a computational perspective they support efficient algorithms for automatic construction and query answering. This includes belief updating, finding the most probable explanation for the observed evidence, detecting conflicts in the evidence entered into the network, determining optimal strategies, analyzing for relevance, and performing sensitivity analysis.
The book introduces probabilistic graphical models and decision graphs, including Bayesian networks and influence diagrams. The reader is introduced to the two types of frameworks through examples and exercises, which also instruct the reader on how to build these models.
The book is a new edition of Bayesian Networks and Decision Graphs by Finn V. Jensen. The new edition is structured into two parts. The first part focuses on probabilistic graphical models. Compared with the previous book, the new edition also includes a thorough description of recent extensions to the Bayesian network modeling language, advances in exact and approximate belief updating algorithms, and methods for learning both the structure and the parameters of a Bayesian network. The second part deals with decision graphs, and in addition to the frameworks described in the previous edition, it also introduces Markov decision processes and partially ordered decision problems. The authors also
- provide a well-founded practical introduction to Bayesian networks, object-oriented Bayesian networks, decision trees, influence diagrams (and variants hereof), and Markov decision processes.
- give practical advice on the construction of Bayesian networks, decision trees, and influence diagrams from domain knowledge.
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- give several examples and exercises exploiting computer systems for dealing with Bayesian networks and decision graphs.
- present a thorough introduction to state-of-the-art solution and analysis algorithms.
The book is intended as a textbook, but it can also be used for self-study and as a reference book.
Finn V. Jensen is a professor at the department of computer science at Aalborg University, Denmark.
Thomas D. Nielsen is an associate professor at the same department.
