Parallel importance sampling in conditional linear Gaussian networks

In this paper we analyse the problem of probabilistic inference in CLG networks when evidence comes in streams. In such situations, fast and scalable algorithms, able to provide accurate responses in a short time are required. We consider the instantiation of variational inference and importance sampling, two well known tools for probabilistic inference, to the CLG case. The experimental results over synthetic networks show how a parallel version importance sampling, and more precisely evidence weighting, is a promising scheme, as it is accurate and scales up with respect to available computing resources

A Review of Inference Algorithms for Hybrid Bayesian Networks

Hybrid Bayesian networks have received an increasing attention during the last years. The difference with respect to standard Bayesian networks is that they can host discrete and continuous variables simultaneously, which extends the applicability of the Bayesian network framework in general. However, this extra feature also comes at a cost: inference in these types of models is computationally more challenging and the underlying models and updating procedures may not even support closed-form solutions. In this paper we provide an overview of the main trends and principled approaches for performing inference in hybrid Bayesian networks. The methods covered in the paper are organized and discussed according to their methodological basis. We consider how the methods have been extended and adapted to also include (hybrid) dynamic Bayesian networks, and we end with an overview of established software systems supporting inference in these types of models