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| 用于操作风险分析的小样本贝叶斯网络结构学习 | |
| 引用本文： | 王双成,刘喜华,张丕强. 用于操作风险分析的小样本贝叶斯网络结构学习[J]. 系统管理学报, 2008, 17(4) |
| 作者姓名： | 王双成 刘喜华 张丕强 |
| 作者单位： | 1. 上海立信会计学院,信息科学系,上海,201620;上海立信会计学院,中国立信风险管理研究院,上海,201620 2. 青岛大学,经济学院,青岛,266071 3. 上海立信会计学院,金融学系,上海,201620 |
| 基金项目： | 国家自然科学基金，上海市重点学科建设项目 |
| 摘 要： | 现有的贝叶斯网络结构学习方法需要大量可靠例子进行复杂的运算,具有低效率和可靠性,而在操作风险管理方面积累大量可靠的例子非常困难.针对问题和实际需求,基于变量之间基本依赖关系、结点之间基本结构、d-separation标准和依赖分析方法进行小样本贝叶斯网络结构学习,分别使用模拟和真实数据进行了实验和分析,结果显示,该方法能够有效地进行小样本数据的贝叶斯网络结构学习. |
| 关 键 词： | 贝叶斯网络 小样本数据 结构学习 操作风险 |
Learning Bayesian Networks Structure from Small Data Set in Operational Risk Analysis |
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| WANG Shuang-cheng,LIU Xi-hua,ZHANG Pi-qiang. Learning Bayesian Networks Structure from Small Data Set in Operational Risk Analysis[J]. Systems Engineering Theory·Methodology·Applications, 2008, 17(4) | |
| Authors: | WANG Shuang-cheng LIU Xi-hua ZHANG Pi-qiang |
| Affiliation: | a.Department of Information Science;b.Risk Management Research Institute;c.Department of Finance;1.Shanghai Lixin University of Commerce;Shanghai 201600;China;2.Economic Institute;Qingdao University;Qingdao 266071;China |
| Abstract: | At present,the methods of learning Bayesian networks structure need a large number of data with high quality.The algorithms have low efficiency and reliability.But it is very difficult to accumulate many reliable examples in operational risk management.In this paper,a new method of learning Bayesian networks structure from small data set is presented based on basic dependency relationship between variables,basic structure between nodes,d-separation criterion and dependency analysis method.It can effectively... |
| Keywords: | Bayesian network small data set structure learning operational risk |
| 本文献已被 CNKI 万方数据 等数据库收录！ | |