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arXiv 1301.6709cs.AI
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近似推理的一般算法及其在混合贝叶斯网中的应用

A General Algorithm for Approximate Inference and its Application to Hybrid Bayes Nets

Stanford University(斯坦福大学)

Daphne Koller, Uri Lerner, Dragomir Anguelov

摘要:

团树算法是贝叶斯网络中进行推理的标准方法。它的工作原理是操纵团势--团中变量的分布。虽然这种方法对许多网络都很有效,但它受到需要保持团势的精确表示的限制。本文提出了一种新的统一的方法,结合近似推理和团树算法,从而绕过这一限制。许多已知的近似推理算法可以被视为这种方法的实例。该算法本质上是进行团树传播,使用近似推理来估计每个团中的密度。在许多情况下,近似团势的计算可以使用统计重要性采样容易地完成。迭代用于逐渐提高估计的质量。

英文摘要:

The clique tree algorithm is the standard method for doing inference in Bayesian networks. It works by manipulating clique potentials - distributions over the variables in a clique. While this approach works well for many networks, it is limited by the need to maintain an exact representation of the clique potentials. This paper presents a new unified approach that combines approximate inference and the clique tree algorithm, thereby circumventing this limitation. Many known approximate inference algorithms can be viewed as instances of this approach. The algorithm essentially does clique tree propagation, using approximate inference to estimate the densities in each clique. In many settings, the computation of the approximate clique potential can be done easily using statistical importance sampling. Iterations are used to gradually improve the quality of the estimation.

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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