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arXiv 1302.6782cs.AI
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连续变量信度网络中概率推理的Laplace方法逼近

Laplace's Method Approximations for Probabilistic Inference in Belief Networks with Continuous Variables

Stanford University(斯坦福大学);University of Sao Paulo(圣保罗大学)

Adriano Azevedo-Filho, Ross D. Shachter

摘要:

拉普拉斯方法,一个家庭的渐近方法用于近似积分,提出了作为一个潜在的候选人的工具箱的技术用于知识获取和概率推理的信念网络与连续变量。在许多有趣的情况下,该技术以合理的精度近似后验矩和边缘后验分布[后验均值的误差为O(n^-2)]。该方法似乎也有前途的贝叶斯因子的计算近似的背景下使用的模型选择,模型的不确定性和混合PDF。拉普拉斯方法的实施的局限性,规律性条件和计算困难与最大似然和后验模式分析的方法相关联。

英文摘要:

Laplace's method, a family of asymptotic methods used to approximate integrals, is presented as a potential candidate for the tool box of techniques used for knowledge acquisition and probabilistic inference in belief networks with continuous variables. This technique approximates posterior moments and marginal posterior distributions with reasonable accuracy [errors are O(n^-2) for posterior means] in many interesting cases. The method also seems promising for computing approximations for Bayes factors for use in the context of model selection, model uncertainty and mixtures of pdfs. The limitations, regularity conditions and computational difficulties for the implementation of Laplace's method are comparable to those associated with the methods of maximum likelihood and posterior mode analysis.

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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