We propose a distance measure between two probability distributions, which allows one to bound the amount of belief change that occurs when moving from one distribution to another. We contrast the proposed measure with some well known measures, including KL--divergence, showing some theoretical properties on its ability to bound belief changes. We then present two practical applications of the proposed distance measure: sensitivity analysis in belief networks and probabilistic belief revision. We show how the distance measure can be easily computed in these applications, and then use it to bound global belief changes that result from either the perturbation of local conditional beliefs or the accommodation of soft evidence. Finally, we show that two well known techniques in sensitivity analysis and belief revision correspond to the minimization of our proposed distance measure and, hence, can be shown to be optimal from that viewpoint.

We revisit the problem of revising probabilistic beliefs using uncertain evidence, and report results on several major issues relating to this problem: How should one specify uncertain evidence? How should one revise a probability distribution? How should one interpret informal evidential statements? Should, and do, iterated belief revisions commute? And what guarantees can be offered on the amount of belief change induced by a particular revision? Our discussion is focused on two main methods for probabilistic revision: Jeffrey's rule of probability kinematics and Pearl's method of virtual evidence, where we analyze and unify these methods from the perspective of the questions posed above.