481 research outputs found
Randomized Algorithms for the Loop Cutset Problem
We show how to find a minimum weight loop cutset in a Bayesian network with
high probability. Finding such a loop cutset is the first step in the method of
conditioning for inference. Our randomized algorithm for finding a loop cutset
outputs a minimum loop cutset after O(c 6^k kn) steps with probability at least
1 - (1 - 1/(6^k))^c6^k, where c > 1 is a constant specified by the user, k is
the minimal size of a minimum weight loop cutset, and n is the number of
vertices. We also show empirically that a variant of this algorithm often finds
a loop cutset that is closer to the minimum weight loop cutset than the ones
found by the best deterministic algorithms known
Cutset Sampling for Bayesian Networks
The paper presents a new sampling methodology for Bayesian networks that
samples only a subset of variables and applies exact inference to the rest.
Cutset sampling is a network structure-exploiting application of the
Rao-Blackwellisation principle to sampling in Bayesian networks. It improves
convergence by exploiting memory-based inference algorithms. It can also be
viewed as an anytime approximation of the exact cutset-conditioning algorithm
developed by Pearl. Cutset sampling can be implemented efficiently when the
sampled variables constitute a loop-cutset of the Bayesian network and, more
generally, when the induced width of the networks graph conditioned on the
observed sampled variables is bounded by a constant w. We demonstrate
empirically the benefit of this scheme on a range of benchmarks
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