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arXiv 1301.7362cs.AI
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复杂随机过程的易处理推理

Tractable Inference for Complex Stochastic Processes

Stanford University(斯坦福大学)

Xavier Boyen, Daphne Koller

摘要:

任何动态系统的监测和控制,关键取决于对其当前状态和未来轨迹进行推理的能力。在随机系统的情况下,这些任务通常涉及使用置信状态-在给定时间点过程状态的概率分布。不幸的是,复杂过程的状态空间非常大,使得信念状态的显式表示难以处理。即使在动态贝叶斯网络(DBN)中,过程本身可以被表示为复杂的,表示的信念状态是棘手的。我们调查的想法,保持一个紧凑的近似真实的信念状态,并分析的条件下,由于采取的近似过程的生命周期的错误不积累,使我们的答案完全无关。我们发现,在一个信念状态的合同呈指数的过程中的错误演变。因此,即使使用多重近似,我们的过程中的误差仍然无限有界。我们展示了如何DBN的附加结构可以用来设计我们的近似方案,显着提高其性能。我们证明了我们的想法在监控任务的背景下的适用性,表明数量级更快的推理可以实现只有一个小的精度下降。

英文摘要:

The monitoring and control of any dynamic system depends crucially on the ability to reason about its current status and its future trajectory. In the case of a stochastic system, these tasks typically involve the use of a belief state- a probability distribution over the state of the process at a given point in time. Unfortunately, the state spaces of complex processes are very large, making an explicit representation of a belief state intractable. Even in dynamic Bayesian networks (DBNs), where the process itself can be represented compactly, the representation of the belief state is intractable. We investigate the idea of maintaining a compact approximation to the true belief state, and analyze the conditions under which the errors due to the approximations taken over the lifetime of the process do not accumulate to make our answers completely irrelevant. We show that the error in a belief state contracts exponentially as the process evolves. Thus, even with multiple approximations, the error in our process remains bounded indefinitely. We show how the additional structure of a DBN can be used to design our approximation scheme, improving its performance significantly. We demonstrate the applicability of our ideas in the context of a monitoring task, showing that orders of magnitude faster inference can be achieved with only a small degradation in accuracy.

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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