Importance sampling in Bayesian networks using probability trees. (Q1583491): Difference between revisions

A new Monte-Carlo algorithm for the propagation of probabilities in Bayesian networks is proposed. This algorithm has two stages: in the first one an approximate propagation is carried out by means of a deletion sequence of the variables. In the second stage a sample is obtained using as sampling distribution the calculations of the first step. The different configurations of the sample are weighted according to the importance sampling technique. We show how the use of probability trees to store and to approximate probability potentials, and a careful selection of the deletion sequence, make this algorithm able to propagate over large networks with extreme probabilities.