The use of discretization in decision analysis allows practitioners to use only a few assessments to estimate the … uncertainty. The discretization shortcuts are fast, but are created with a specific distribution, or families of distributions in … mind. The discretizations are not formulated with the decision problem in mind. Each discretization is specific to one …

approximations which often fail adequately to capture the nonlinear features of interest. I develop a new method, the discretization …, I show that the discretization filter is orders of magnitude faster than alternative nonlinear techniques for the same …