Importance sampling algorithms for Bayesian networks: principles and performance

DOI10.1016/j.mcm.2005.05.020zbMath1459.62021OpenAlexW2133722387MaRDI QIDQ2473194

Marek J. Druzdzel, Changhe Yuan

Publication date: 26 February 2008

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mcm.2005.05.020

zbMATH Keywords

importance samplingimportance function\(\epsilon\)-cutoffEPIS-BNevidence pre-propogation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Sampling theory, sample surveys (62D05) Theory of languages and software systems (knowledge-based systems, expert systems, etc.) for artificial intelligence (68T35) Neural nets and related approaches to inference from stochastic processes (62M45)

Related Items (9)

Theoretical analysis and practical insights on importance sampling in Bayesian networks ⋮ Importance Sampling on Bayesian Networks with Deterministic Causalities ⋮ Importance sampling-based estimation over AND/OR search spaces for graphical models ⋮ SampleSearch: importance sampling in presence of determinism ⋮ Scalable importance sampling estimation of Gaussian mixture posteriors in Bayesian networks ⋮ Arc refractor methods for adaptive importance sampling on large Bayesian networks under evidential reasoning ⋮ Bayesian and Non Bayesian Estimations on the Exponentiated Modified Weibull Distribution for Progressive Censored Sample ⋮ Moment-based analysis of Bayesian network properties ⋮ Estimating the probability of meeting a deadline in schedules and plans

Uses Software

• AIS-BN

Cites Work

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• Fusion and propagation with multiple observations in belief networks
• Importance sampling in Bayesian networks using probability trees.
• A Monte Carlo algorithm for probabilistic propagation in belief networks based on importance sampling and stratified simulation techniques
• The computational complexity of probabilistic inference using Bayesian belief networks
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Bayesian Inference in Econometric Models Using Monte Carlo Integration

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