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

Directed Multicut with linearly ordered terminals

Motivated by an application in network security, we investigate the following "linear" case of Directed Mutlicut. Let $G$ be a directed graph which includes some distinguished vertices $t_1, \ldots, t_k$. What is the size of the smallest edge cut which eliminates all paths from $t_i$ to $t_j$ for all $i < j$? We show that this problem is fixed-parameter tractable when parametrized in the cutset size $p$ via an algorithm running in $O(4^p p n^4)$ time.Comment: 12 pages, 1 figur

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