Estimate decision reversal probability
Estimate how often planned evidence would reverse the current decision under a correlated Bayesian preposterior model, while separating fragility, regret, and net information value.
What it's for
Shows executives whether a decision is genuinely robust, what new evidence is likely to change it, and whether buying that evidence is worth its cost before commitment.
What you give it
Inputs split into evidence read from your connected systems, calibration your team owns, and numerical controls that affect precision but never the result's meaning.
| Field | Type | Role | Required |
|---|---|---|---|
| alternatives | array of objects (4 fields) ≥ 2 items | Evidence | Yes |
| correlations | array of objects (4 fields) | Evidence | Yes |
| current_decision_id | string non-empty | Your calibration | Yes |
| future_evidence_cost | number ≥ 0 | Your calibration | Optional |
| max_detail_rows | integer ≥ 1, ≤ 500 | Numerical control | Optional |
| maximum_reversal_probability | number ≥ 0, ≤ 1 | Your calibration | Optional |
| minimum_action_value | number | Your calibration | Optional |
| seed | integer ≥ 0, ≤ 4294967295 | Numerical control | Optional |
| simulation_confidence_level | number ≥ 0.8, ≤ 0.999 | Your calibration | Optional |
| simulation_draws | integer ≥ 1000, ≤ 200000 | Numerical control | Optional |
Each alternatives
record
| Field | Type | Required |
|---|---|---|
| future_signal_standard_error | number (> 0) | Yes |
| id | string (non-empty) | Yes |
| prior_value_mean | number | Yes |
| prior_value_standard_deviation | number (> 0) | Yes |
{
"alternatives": [
{
"future_signal_standard_error": 8,
"id": "build-platform",
"prior_value_mean": 100,
"prior_value_standard_deviation": 30
},
{
"future_signal_standard_error": 8,
"id": "buy-platform",
"prior_value_mean": 99,
"prior_value_standard_deviation": 30
}
],
"correlations": [
{
"alternative_a": "build-platform",
"alternative_b": "buy-platform",
"correlation": 0.35,
"id": "shared-demand"
}
],
"current_decision_id": "build-platform",
"future_evidence_cost": 2,
"maximum_reversal_probability": 0.2,
"seed": 73,
"simulation_draws": 5000
} What you get back
This is the actual output of running the example above — computed by the same function the platform calls, not an illustration.
{
"alternative_diagnostics": [
{
"alternative_id": "build-platform",
"posterior_value_standard_deviation_after_evidence": 7.69695557,
"posterior_variance_reduction_fraction": 0.9342,
"prior_value_mean": 100,
"prior_value_standard_deviation": 30,
"probability_selected_after_future_evidence": 0.52,
"probability_truly_best_under_prior": 0.51
},
{
"alternative_id": "buy-platform",
"posterior_value_standard_deviation_after_evidence": 7.69695557,
"posterior_variance_reduction_fraction": 0.9342,
"prior_value_mean": 99,
"prior_value_standard_deviation": 30,
"probability_selected_after_future_evidence": 0.48,
"probability_truly_best_under_prior": 0.49
}
],
"assumptions": [
"Alternative values follow the submitted joint multivariate-normal prior and future signals are unbiased normal measurements with declared standard errors, independent conditional on true values; all values, thresholds, and evidence costs share one horizon and unit.",
"The current decision is supplied explicitly and audited against the declared prior decision rule; reversal means the governed posterior-mean choice changes after the planned evidence, not that a manager was wrong or that the future signal is causal.",
"Expected evidence value is model-conditional and subtracts only the declared evidence cost; delay, option loss, implementation, safety, and organizational costs must already be represented or separately governed.",
"Alternative IDs must represent aggregate actions, projects, products, or strategies, never named employees; decision fragility is not an automatic instruction to hire, fire, fund, stop, or investigate anyone."
],
"configuration": {
"future_evidence_cost": 2,
"maximum_reversal_probability": 0.2,
"minimum_action_value": 0,
"seed": 73,
"simulation_confidence_level": 0.95,
"simulation_draws": 5000
},
"decision": "current_decision_is_fragile_to_planned_evidence",
"method": "multivariate_normal_preposterior_decision_reversal_v1",
"summary": {
"current_decision_aligned_with_prior_rule": true,
"current_decision_id": "build-platform",
"decision_reversal_probability_after_evidence": 0.48,
"expected_regret_of_current_decision": 13.1556,
"gross_expected_value_of_planned_evidence": 12.4406,
"net_expected_value_of_planned_evidence": 10.4406, Truncated for display — the full payload is 75 lines.
How it works
Sequential Bayesian & bandits — Learn while deciding — update beliefs as evidence arrives and choose where the next unit of effort is worth spending.
- 1 Freeze aggregate alternatives, the explicit current choice, comparable prior value means and uncertainty, planned-signal precision, cross-alternative correlations, the no-action threshold, and the full cost of obtaining and waiting for evidence.
- 2 Draw coherent latent values and future signals from the declared joint prior, update all alternatives with the multivariate-normal posterior, and apply the same governed posterior-mean decision rule on every draw.
- 3 Report reversal probability with Monte Carlo precision, switch destinations, posterior variance reduction, current-choice regret, and gross and net preposterior evidence value; flag a current choice that does not match the declared prior rule before interpreting fragility.
Before you trust it
Every tool in the catalog ships with the conditions under which its answer is meaningful — and the conditions under which it should abstain instead of guessing.
Assumptions & guardrails
- The likelihood or reward model, prior support, action logging, delayed outcomes, and any stationarity assumptions match the deployment process.
- Value priors, correlations, signal errors, action threshold, delay effects, and evidence cost use one decision horizon and unit; future signals are prospectively specified, unbiased conditional on latent value, and not selected after seeing outcomes.
- Posterior probability and adaptive selection are model-conditional; they are not substitutes for randomized propensities or guaranteed safety.
- A high reversal probability means the current choice is information-sensitive under the submitted model, not that it is wrong; expected information value is model-conditional, and aggregate action IDs must never be replaced by named employees.
Minimum evidence
- alternatives: at least 2 rows/items
- correlations: required and organization-defined
- current_decision_id: required and organization-defined
How to validate it
Backtest the chosen action against simple feasible baselines on held-out scenarios, sweep costs/constraints/risk tolerance, and require constraint feasibility under adverse inputs.
Calibrating it to your org
Same for everyone
The mathematical kernel, validation rules, method version, and JSON output semantics are organization-independent; no tenant-trained coefficients or company benchmark is embedded in the function.
Specific to you
- point-in-time calibrated joint prior and planned-signal error model from comparable resolved decisions, with one finance-reconciled value horizon and no-action rule
- alternative and current-choice perimeter, prior vintage, value definition, dependence model, signal design and precision, evidence and delay cost, action threshold, reversal tolerance, simulation precision, and seed
Calibration workflow
- 1 Define the management decision, target outcome, aggregate unit, privacy boundary, cadence, and prediction/intervention horizon for this organization.
- 2 Build a tenant-scoped historical cohort using only information available before each prediction or decision; preserve zero periods, censoring, assignment probabilities, and unresolved outcomes when the method requires them.
- 3 Estimate statistical parameters on training history, but obtain costs, utilities, risk tolerance, practical-effect thresholds, capacity, and policy constraints from accountable decision owners.
- 4 Validate on later time windows or held-out aggregate units at the deployment grain, against a simple baseline and the function-specific validation strategy.
- 5 Deploy only if the returned decision clears evidence, overlap, calibration, robustness, and guardrail checks; warning, unsupported, schema-gap, and fallback decisions are abstentions.
- 6 Monitor realized outcomes, data drift, coverage, and decision regret; recalibrate at a governed cadence or after a detected regime/definition change, never merely because a stakeholder dislikes the result.
Call it from your AI
You don't wire up 388 tools in your MCP client. The GitRevio MCP server exposes 18 tools, three of which let an agent search the catalog, read a tool's schema, and run it — so the assistant finds this one on its own.
gitrevio_capabilities_search
{ "q": "estimate how often planned evidence would" }
→ finds "estimate_decision_reversal_probability"
gitrevio_capability_describe
{ "capability_id": "estimate_decision_reversal_probability" }
→ returns the input schema and agent guidance shown on this page
gitrevio_capability_run
{ "capability_id": "estimate_decision_reversal_probability", "arguments": { ... } }
→ returns the result shown above Works in Claude Desktop, Claude Code, Cursor, Cline, Continue.dev, Goose and Aider. See the MCP server.
Related tools
Estimate portfolio diversification benefit
Measure coherent portfolio diversification by comparing joint-scenario CVaR with standalone CVaRs and reconciling Euler tail-risk contributions, stress loss, and concentration gates.
Estimate real option abandonment boundary
Learn a continuous-state project abandonment policy with cross-fitted least-squares Monte Carlo, explicit salvage economics, option uplift precision, support warnings, and boundary-shape diagnostics.
Aggregate risk register copula
Aggregate risk-register occurrence and lognormal severity marginals through a validated Gaussian copula into expected loss, VaR, CVaR, dependence amplification, and tail shares.
Allocate restless bandit interventions
Allocate scarce recurring interventions across evolving Markov units with Whittle indices, explicit indexability checks, and paired policy simulation.
Attribute commercial dependency tail loss
Calculate expected loss, VaR and CVaR for commercial value concentrated in shared technical components, then allocate every modeled tail-loss dollar exactly once across components with normalized negative-log survival hazard rather than overlapping leave-one-out sensitivities.
Audit commercial resilience claim integrity
Audit resilience ROI claims against a unique commercial-source to technical-component graph: recompute each action's avoided loss under joint failure scenarios, cap support at graph-derived value, detect duplicate effects, probability drift and weak evidence, and prevent overlapping component benefits from being sold twice.