Abstract   The Analytic Network Process (ANP) is a generalization of the Analytic Hierarchy Process (AHP). The basic structure is an influence network of clusters and nodes contained within the clusters. Priorities are established in the same way they are in the AHP using pairwise comparisons and judgment. Many decision problems cannot be structured hierarchically because they involve the inter...

Recently, there has been growing interest in systematic search-based and importance sampling-based lifted inference algorithms for statistical relational models (SRMs). These lifted algorithms achieve significant complexity reductions over their propositional counterparts by using lifting rules that leverage symmetries in the relational representation. One drawback of these algorithms is that t...

This brief paper is an exploratory investigation of how we can apply sensitivity analysis over importance sampling weights in order to obtain sampling estimates of lower previsions described by a parametric family of distributions. We demonstrate our results on the imprecise Dirichlet model, where we can compare with the analytically exact solution. We discuss the computational limitations of t...

Most aircraft fleets nowadays are operating under the concept of damage tolerance, which requires an aircraft to have sufficient residual strength in the presence of damage in one of its principal structural elements (PSE) during the interval of service inspections. The residual strength however is significantly reduced due to multi site damage (MSD). In the present paper, a probabilistic frame...

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Computing the probability of a formula given the probabilities or weights associated with other formulas is a natural extension of logical inference to the probabilistic setting. Surprisingly, this problem has received little attention in the literature to date, particularly considering that it includes many standard inference problems as special cases. In this paper, we propose two algorithms ...

In this paper we consider a stylized multidimensional rare-event simulation problem for a heavy-tailed process. More precisely, the problem of e¢ cient estimation via simulation of …rst passage time probabilities for a multidimensional random walk with t distributed increments. This problem is a natural generalization of ruin probabilities in insurance, in which the focus is a one dimensional r...

FALL 1999 This article develops a variance-reduction technique for pricing derivatives by simulation in highdimensional multifactor models. A premise of this work is that the greatest gains in simulation efficiency come from taking advantage of the structure of both the cash flows of a security and the model in which it is priced. For this to be feasible in practice requires automating the iden...