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Interpreting the diagram

  figure545
Figure 4:  

The code in Figure 3 produces the influence diagram shown in Figure 4. Note that this diagram is generated from a colour postscript file produced directly from [B/D]; its translation into a monochrome image results in gray scale shadings which make the different colours hard to distinguish. For the inner node shading, the heavier shading corresponds to blue, and the lighter shading corresponds to red. The inner node of node D contains examples of both. Note also that all the features portrayed on the influence diagram are available as standard output, via the SHOW:  command, as described in [15]. Table 2 contains all of the information summarised on the influence diagram.

The two sources of information (Y and Z) are drawn in the centre of the diagram. Nodes for the individual random quantities tex2html_wrap_inline1945 are drawn on the right, and the node representing their collection, G, is drawn on the left. Directed arcs are drawn from the information sources to the nodes being adjusted to represent information flow. We called for the arcs to node C to be labelled. Various features of the adjustment are shown by (1) shading of the outer node; (2) shading of the inner node; (3) shading of the arc half label nearest the source node, and of the arc half label nearest the destination node.

  1. The outer node sector represents 100% of the prior variance in the node. (For collections, a scale-free statistic of prior uncertainty in the collection as a whole is given instead.) Each information source I has the capacity to ``explain'' a proportion of the variance, or uncertainty, in a destination node V. We call this capacity the resolution in the node attributable to the information source I, abbreviated tex2html_wrap_inline2052 . For the single adjustment of node tex2html_wrap_inline2054 by node tex2html_wrap_inline2056 , we shade the corresponding part of the outer sector, starting at tex2html_wrap_inline2058 degrees and working counter-clockwise. The shading is in the same colour as the information source (and the arc connecting the two nodes) to aid identification of important contributory information sources. Consider for example the adjustment of the intercept term C by the information collection Y. C has prior variance 1.0, and adjusted variance 0.7720, a resolution of tex2html_wrap_inline2060 . Consequently, 22.8% of the outer sector is shaded. The remaining 77.2% represents variation (or uncertainty) in C unexplained by Y.

    The extra shading of the outer node expresses the portion of the remaining uncertainty in C that is explained by further fitting on the information source Z. This extra resolution is about 57.0% of prior, so that the overall fit by both Y and Z resolves tex2html_wrap_inline2062 of the uncertainty, leaving 20.2% of original variation in C unexplained by either Y or Z. The adjustment by Z in addition to the adjustment by Y is called a partial adjustment. The variance explained by Z alone is not shown by node shading.

  2. Each adjustment corresponds to a shading of the outer node to represent variance explained. The matching inner node is now shaded according to the value of the size ratio for the adjustment, a diagnostic comparing predicted to observed effects (see [6] for a definition). Informally, large (small) values of the size ratio indicate that there were larger (smaller) squared changes in expectation than expected. They are represented by red (blue) shadings on the inner sectors of the nodes. The amount of shading corresponds to the magnitude of the diagnostic, with no shading for ratios equal to one (meaning that changes were about as expected). About half an inner sector is shaded when the changes in expectation are of the order of two standard deviations. In our example, the size ratio for the adjustment of node C by information source Y is tex2html_wrap_inline2064 , so that the actual change in expectation is about 1.7 standard deviations larger than expected. As a result, the inner sector for this adjustment is roughly half shaded red.

    For the partial adjustment of C by the extra information source Z, having taken into account Y, the corresponding size ratio is tex2html_wrap_inline2066 . Thus, not only is the contribution to variance reduction attributable to Z over and above Y substantial, but also the associated actual changes in expectation attributable to the partial adjustment are surprisingly large. Hence a substantial portion of the corresponding inner sector is shaded red.

  3. When several information sources are being used to adjust an uncertain quantity, we portray the partial value of each information source by appropriate shading of labels attached to arcs. We measure two kinds of information flow between each information source I and node V being adjusted: (i) the capacity of each source used singly to reduce uncertainty in tex2html_wrap_inline2054 , informally the information ``leaving'' tex2html_wrap_inline2056 and (ii) the loss in variance reduction that would result if the node tex2html_wrap_inline2056 were withdrawn from the overall adjustment, informally the information ``arriving'' at tex2html_wrap_inline2054 from I. As for node shadings, each variance resolution is associated with a diagnostic measure comparing expected to actual behaviour.

    To illustrate, we have drawn two labels on the arcs connecting Y and Z to C. The information leaving node tex2html_wrap_inline1905 for node tex2html_wrap_inline2078 is summarised in the half label nearer the node tex2html_wrap_inline1905 , whereas the information arriving at tex2html_wrap_inline2078 from tex2html_wrap_inline1905 is summarised in the half label nearer the node tex2html_wrap_inline2078 . We consider each half separately as representing 100% of the prior variance in the destination node.

    We partition the half label nearest Y into (1) the proportion of variance in C explained by the overall fit, tex2html_wrap_inline2088 ; (2) the proportion of variance in C explained by tex2html_wrap_inline1905 alone, tex2html_wrap_inline2092 . A portion of the latter is then shaded to depict the diagnostic measure. (As we adjusted firstly by Y, these half-label shadings correspond exactly to the node C shadings for the first adjustment. This will not be the case for the half-label shadings for information sources used in subsequent adjustments, such as Z here.)

    We partition the half label nearest C into (1) the proportion of variance in C explained by the overall fit, tex2html_wrap_inline2088 ; (2) the proportion of explained variance in C lost by withdrawing the information source tex2html_wrap_inline1905 alone. This is a useful measure in the sense of parsimonious fitting, as some information sources might be found to be redundant as all their explanatory power is carried by other information sources. In this example, the only other information source is Z, and it alone explains about 75.2% of the variance in C. Consequently, the loss in explanation of variance when Y is removed from the overall fit is tex2html_wrap_inline2098 of prior. The value 4.6% is indicated on the influence diagram by a vertical line, giving a bar of width 4.6% which indicates the information arriving at C from Y. As before, a portion of this bar is now shaded to depict the standard diagnostic measure (the size ratio for the adjustment with Y extracted is tex2html_wrap_inline2100 standard deviations; somewhat larger changes in expectation than expected).

    In conclusion, this label shows that for tex2html_wrap_inline1905 an appreciable amount of information leaves Y, but very little arrives. In each case, the associated standardised changes in expectation are rather larger than expected. If we do not have access to the information source Z, Y alone has some potential to reduce uncertainty in C. Otherwise, if Z is available, Y is not additionally valuable as it can contribute only an extra 4.6% variance reduction.

The influence diagram facilitates rapid appraisal of features of adjustments over complex stochastic structures. Suppose that we return to Figure 4 and review the main features. For the individual terms A,B,C,D most of the variance is explained by Y, Z together, as indicated by outer node shading. In each case, Y (magenta) is the first information source fitted, followed by Z (light green). Clearly Y is more informative for A,B and Z is more informative for C,D, as would be expected from the model (1), but Y singly is also quite informative for C,D, and Z for A,B. Both intercept terms A,C are associated with rather larger changes in expectation than were anticipated (indicated by red shading of the inner nodes) from both information sources. For the slope terms B,D, changes in expectation were less surprising: principally, the change in expectation for D from fitting on Y was rather less than expected. For the overall collection G, it is clear that both information sources are valuable, and that both lead to rather larger than expected changes in expectation.

For other than trivial examples, an initial graphical review of a complex system is followed by further graphical and numerical focussing on particular aspects to which we have been directed by our various diagnostic tools. In this way, we deconstruct the complex system into smaller manageable areas, pursuing the anomalies exhibited by the influence diagrams to whatever level of detail is necessary to unravel and comprehend surprising features of the adjustment process. For example, we have seen some rather larger than expected changes in expectation, indicating potentially serious conflicts between data and belief specifications. Here, we might begin by examining the model at the element (random quantity) level, to try to localise and identify contradictory features.

 

Node shading A B C D G
Resolution due to Y 0.8853 0.8406 0.2280 0.2163 0.4290
Size ratio 3.34 0.88 2.85 0.33 1.88
Partial resolution due to Z 0.0205 0.0270 0.5700 0.6511 0.3350
Size ratio 4.57 0.16 5.76 1.33 3.00
Resolution due to tex2html_wrap_inline2266 0.9058 0.8676 0.7979 0.8674 0.7640
Size ratio 2.20 0.73 1.27 0.51 2.03
Arc label shading
Resolution, leaving Y 0.8853 0.8406 0.2280 0.2163 0.4290
Size ratio 3.34 0.88 2.85 0.33 1.88
Resolution, arriving from Y 0.7134 0.6522 0.0458 0.0270 0.3692
Size ratio 6.20 1.61 4.75 0.21 3.51
Resolution, leaving Z 0.1923 0.2153 0.7522 0.8404 0.3948
Size ratio 2.48 0.25 2.89 0.65 1.50
Resolution, arriving from Z 0.0205 0.0270 0.5700 0.6511 0.3350
Size ratio 4.57 0.16 5.76 1.33 3.00
Table 2:  Information flow summaries


next up previous
Next: Influence diagrams summarising sequential Up: Assessing information content and Previous: Generating the diagram

David Wooff
Thu Oct 15 11:27:04 BST 1998