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arXiv 1301.2292cs.AIcs.LG
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连续变量的贝叶斯多分辨独立性检验

A Bayesian Multiresolution Independence Test for Continuous Variables

Carnegie Mellon University(卡内基梅隆大学)

Dimitris Margaritis, Sebastian Thrun

摘要:

本文提出了一种计算两个或两个以上连续变量条件独立的后验概率的方法。我们的方法的动机是观察到,连续数据的外观在各种分辨率下变化很大,在所涉及的变量之间产生非常不同的独立估计。因此,如果不在几个精心选择的分辨率上采集数据,就很难确定独立性。在我们的论文中,我们使用独立后验概率的精确计算来实现这一点,计算分析给出了一个解决方案。在检验分辨率时,我们假设离散化表参数为多项分布,先验为Dirichlet,后验采用贝叶斯积分计算。跨分辨率,我们使用一个搜索过程来近似概率的贝叶斯积分指数可能的直方图。我们的方法以一种简单的方式推广到任意数量的变量。该测试适用于贝叶斯网络学习算法,该算法使用独立性测试来推断网络结构,在包含连续,有序和分类变量的任何混合的域中。

英文摘要:

In this paper we present a method ofcomputing the posterior probability ofconditional independence of two or morecontinuous variables from data,examined at several resolutions. Ourapproach is motivated by theobservation that the appearance ofcontinuous data varies widely atvarious resolutions, producing verydifferent independence estimatesbetween the variablesinvolved. Therefore, it is difficultto ascertain independence withoutexamining data at several carefullyselected resolutions. In our paper, weaccomplish this using the exactcomputation of the posteriorprobability of independence, calculatedanalytically given a resolution. Ateach examined resolution, we assume amultinomial distribution with Dirichletpriors for the discretized tableparameters, and compute the posteriorusing Bayesian integration. Acrossresolutions, we use a search procedureto approximate the Bayesian integral ofprobability over an exponential numberof possible histograms. Our methodgeneralizes to an arbitrary numbervariables in a straightforward manner.The test is suitable for Bayesiannetwork learning algorithms that useindependence tests to infer the networkstructure, in domains that contain anymix of continuous, ordinal andcategorical variables.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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