Importance sampling in Bayesian networks using probability trees.

DOI10.1016/S0167-9473(99)00110-3MaRDI QIDQ1583491zbMATH OpenOpenAlexWikidataFDO

Authors Antonio Salmerón, Andrés Cano, Serafin Moral

Publication date 26 October 2000

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-9473(99)00110-3

zbMATH Keywords

approximate pre-computationBayesian networksimportance samplingMonte-Carlo algorithmprobability treessimulation

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Review text

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.

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Cited in

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• Discovery of statistical equivalence classes using computer algebra
• Importance sampling algorithms for the propagation of probabilities in belief networks
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