Bayesian Learning
Topological Parameters for Time-Space Tradeoff
In this paper we propose a family of algorithms combining tree-clustering with conditioning that trade space for time. Such algorithms are useful for reasoning in probabilistic and deterministic networks as well as for accomplishing optimization tasks. By analyzing the problem structure it will be possible to select from a spectrum the algorithm that best meets a given time-space specification.
Bucket Elimination: A Unifying Framework for Several Probabilistic Inference
Probabilistic inference algorithms for finding the most probable explanation, the maximum aposteriori hypothesis, and the maximum expected utility and for updating belief are reformulated as an elimination--type algorithm called bucket elimination. This emphasizes the principle common to many of the algorithms appearing in that literature and clarifies their relationship to nonserial dynamic programming algorithms. We also present a general way of combining conditioning and elimination within this framework. Bounds on complexity are given for all the algorithms as a function of the problem's structure.
Some Experiments with Real-Time Decision Algorithms
D'Ambrosio, Bruce, Burgess, Scott
Real-time Decision algorithms are a class of incremental resource-bounded [Horvitz, 89] or anytime [Dean, 93] algorithms for evaluating influence diagrams. We present a test domain for real-time decision algorithms, and the results of experiments with several Real-time Decision Algorithms in this domain. The results demonstrate high performance for two algorithms, a decision-evaluation variant of Incremental Probabilisitic Inference [D'Ambrosio, 93] and a variant of an algorithm suggested by Goldszmidt, [Goldszmidt, 95], PKreduced. We discuss the implications of these experimental results and explore the broader applicability of these algorithms.
Independence with Lower and Upper Probabilities
It is shown that the ability of the interval probability representation to capture epistemological independence is severely limited. Two events are epistemologically independent if knowledge of the first event does not alter belief (i.e., probability bounds) about the second. However, independence in this form can only exist in a 2-monotone probability function in degenerate cases i.e., if the prior bounds are either point probabilities or entirely vacuous. Additional limitations are characterized for other classes of lower probabilities as well. It is argued that these phenomena are simply a matter of interpretation. They appear to be limitations when one interprets probability bounds as a measure of epistemological indeterminacy (i.e., uncertainty arising from a lack of knowledge), but are exactly as one would expect when probability intervals are interpreted as representations of ontological indeterminacy (indeterminacy introduced by structural approximations). The ontological interpretation is introduced and discussed.
Learning Equivalence Classes of Bayesian Networks Structures
Approaches to learning Bayesian networks from data typically combine a scoring function with a heuristic search procedure. Given a Bayesian network structure, many of the scoring functions derived in the literature return a score for the entire equivalence class to which the structure belongs. When using such a scoring function, it is appropriate for the heuristic search algorithm to search over equivalence classes of Bayesian networks as opposed to individual structures. We present the general formulation of a search space for which the states of the search correspond to equivalence classes of structures. Using this space, any one of a number of heuristic search algorithms can easily be applied. We compare greedy search performance in the proposed search space to greedy search performance in a search space for which the states correspond to individual Bayesian network structures.
Tail Sensitivity Analysis in Bayesian Networks
Castillo, Enrique F., Solares, Cristina, Gomez, Patricia
The paper presents an efficient method for simulating the tails of a target variable Z=h(X) which depends on a set of basic variables X=(X_1, ..., X_n). To this aim, variables X_i, i=1, ..., n are sequentially simulated in such a manner that Z=h(x_1, ..., x_i-1, X_i, ..., X_n) is guaranteed to be in the tail of Z. When this method is difficult to apply, an alternative method is proposed, which leads to a low rejection proportion of sample values, when compared with the Monte Carlo method. Both methods are shown to be very useful to perform a sensitivity analysis of Bayesian networks, when very large confidence intervals for the marginal/conditional probabilities are required, as in reliability or risk analysis. The methods are shown to behave best when all scores coincide. The required modifications for this to occur are discussed. The methods are illustrated with several examples and one example of application to a real case is used to illustrate the whole process.
Context-Specific Independence in Bayesian Networks
Boutilier, Craig, Friedman, Nir, Goldszmidt, Moises, Koller, Daphne
Bayesian networks provide a language for qualitatively representing the conditional independence properties of a distribution. This allows a natural and compact representation of the distribution, eases knowledge acquisition, and supports effective inference algorithms. It is well-known, however, that there are certain independencies that we cannot capture qualitatively within the Bayesian network structure: independencies that hold only in certain contexts, i.e., given a specific assignment of values to certain variables. In this paper, we propose a formal notion of context-specific independence (CSI), based on regularities in the conditional probability tables (CPTs) at a node. We present a technique, analogous to (and based on) d-separation, for determining when such independence holds in a given network. We then focus on a particular qualitative representation scheme - tree-structured CPTs - for capturing CSI. We suggest ways in which this representation can be used to support effective inference algorithms. In particular, we present a structural decomposition of the resulting network which can improve the performance of clustering algorithms, and an alternative algorithm based on cutset conditioning.
A Sufficiently Fast Algorithm for Finding Close to Optimal Junction Trees
An algorithm is developed for finding a close to optimal junction tree of a given graph G. The algorithm has a worst case complexity O(c^k n^a) where a and c are constants, n is the number of vertices, and k is the size of the largest clique in a junction tree of G in which this size is minimized. The algorithm guarantees that the logarithm of the size of the state space of the heaviest clique in the junction tree produced is less than a constant factor off the optimal value. When k = O(log n), our algorithm yields a polynomial inference algorithm for Bayesian networks.
An Alternative Markov Property for Chain Graphs
Andersson, Steen A., Madigan, David, Perlman, Michael D.
Graphical Markov models use graphs, either undirected, directed, or mixed, to represent possible dependences among statistical variables. Applications of undirected graphs (UDGs) include models for spatial dependence and image analysis, while acyclic directed graphs (ADGs), which are especially convenient for statistical analysis, arise in such fields as genetics and psychometrics and as models for expert systems and Bayesian belief networks. Lauritzen, Wermuth and Frydenberg (LWF) introduced a Markov property for chain graphs, which are mixed graphs that can be used to represent simultaneously both causal and associative dependencies and which include both UDGs and ADGs as special cases. In this paper an alternative Markov property (AMP) for chain graphs is introduced, which in some ways is a more direct extension of the ADG Markov property than is the LWF property for chain graph.
A Structurally and Temporally Extended Bayesian Belief Network Model: Definitions, Properties, and Modeling Techniques
Aliferis, Constantin F., Cooper, Gregory F.
We developed the language of Modifiable Temporal Belief Networks (MTBNs) as a structural and temporal extension of Bayesian Belief Networks (BNs) to facilitate normative temporal and causal modeling under uncertainty. In this paper we present definitions of the model, its components, and its fundamental properties. We also discuss how to represent various types of temporal knowledge, with an emphasis on hybrid temporal-explicit time modeling, dynamic structures, avoiding causal temporal inconsistencies, and dealing with models that involve simultaneously actions (decisions) and causal and non-causal associations. We examine the relationships among BNs, Modifiable Belief Networks, and MTBNs with a single temporal granularity, and suggest areas of application suitable to each one of them.