Evidential reasoning using stochastic simulation of causal models (Q1101266)

Stochastic simulation is a method of computing probabilities by recording the fraction of time that events occur in a random series of scenarios generated from some causal model. This paper presents an efficient, concurrent method of conducting the simulation which guarantees that all generated scenarios will be consistent with the observed data. It is shown that the simulation can be performed by purely local computations, involving products of parameters given with the initial specification of the model. Thus, the method proposed renders stochastic simulation a powerful technique of coherent inferencing, especially suited for tasks involving complex, nondecomposable models where ``ballpark'' estimates of probabilities will suffice.