MAP is the problem of finding a most probable instantiation of a set of variables in a Bayesian network, given evidence. Unlike computing marginals, posteriors, and MPE (a special case of MAP), the time and space complexity of MAP is not only exponential in the network treewidth, but also in a larger parameter known as the "constrained" treewidth. In practice, this means that computing MAP can be orders of magnitude more expensive than computingposteriors or MPE. Thus, practitioners generally avoid MAP computations, resorting instead to approximating them by the most likely value for each MAP variableseparately, or by MPE.We present a method for approximating MAP using local search. This method has space complexity which is exponential onlyin the treewidth, as is the complexity of each search step. We investigate the effectiveness of different local searchmethods and several initialization strategies and compare them to otherapproximation schemes.Experimental results show that local search provides a much more accurate approximation of MAP, while requiring few search steps.Practically, this means that the complexity of local search is often exponential only in treewidth as opposed to the constrained treewidth, making approximating MAP as efficient as other computations.

An instrument is a random variable thatallows the identification of parameters inlinear models when the error terms arenot uncorrelated.It is a popular method used in economicsand the social sciences that reduces theproblem of identification to the problemof finding the appropriate instruments.Few years ago, Pearl introduced a necessarytest for instruments that allows the researcher to discard those candidatesthat fail the test.In this paper, we make a detailed study of Pearl's test and the general model forinstruments. The results of this studyinclude a novel interpretation of Pearl'stest, a general theory of instrumentaltests, and an affirmative answer to aprevious conjecture. We also presentnew instrumentality tests for the casesof discrete and continuous variables.

A Bayesian Belief Network (BN) is a model of a joint distribution over a setof n variables, with a DAG structure to represent the immediate dependenciesbetween the variables, and a set of parameters (aka CPTables) to represent thelocal conditional probabilities of a node, given each assignment to itsparents. In many situations, these parameters are themselves random variables - this may reflect the uncertainty of the domain expert, or may come from atraining sample used to estimate the parameter values. The distribution overthese "CPtable variables" induces a distribution over the response the BNwill return to any "What is Pr(H | E)?" query. This paper investigates thevariance of this response, showing first that it is asymptotically normal,then providing its mean and asymptotical variance. We then present aneffective general algorithm for computing this variance, which has the samecomplexity as simply computing the (mean value of) the response itself - ie,O(n 2^w), where n is the number of variables and w is the effective treewidth. Finally, we provide empirical evidence that this algorithm, whichincorporates assumptions and approximations, works effectively in practice,given only small samples.

This paper presents a new deterministic approximation technique in Bayesian networks. This method, "Expectation Propagation", unifies two previous techniques: assumed-density filtering, an extension of the Kalman filter, and loopy belief propagation, an extension of belief propagation in Bayesian networks. All three algorithms try to recover an approximate distribution which is close in KL divergence to the true distribution. Loopy belief propagation, because it propagates exact belief states, is useful for a limited class of belief networks, such as those which are purely discrete. Expectation Propagation approximates the belief states by only retaining certain expectations, such as mean and variance, and iterates until these expectations are consistent throughout the network. This makes it applicable to hybrid networks with discrete and continuous nodes. Expectation Propagation also extends belief propagation in the opposite direction - it can propagate richer belief states that incorporate correlations between nodes. Experiments with Gaussian mixture models show Expectation Propagation to be convincingly better than methods with similar computational cost: Laplace's method, variational Bayes, and Monte Carlo. Expectation Propagation also provides an efficient algorithm for training Bayes point machine classifiers.

Suppose we are given the conditional probability of one variable given some other variables.Normally the full joint distribution over the conditioning variablesis required to determine the probability of the conditioned variable.Under what circumstances are the marginal distributions over the conditioning variables sufficient to determine the probability ofthe conditioned variable?Sufficiency in this sense is equivalent to additive separability ofthe conditional probability distribution.Such separability structure is natural and can be exploited forefficient inference.Separability has a natural generalization to conditional separability.Separability provides a precise notion of weaklyinteracting subsystems in temporal probabilistic models.Given a system that is decomposed into separable subsystems, exactmarginal probabilities over subsystems at future points in time can becomputed by propagating marginal subsystem probabilities, rather thancomplete system joint probabilities.Thus, separability can make exact prediction tractable.However, observations can break separability,so exact monitoring of dynamic systems remains hard.

Every directed acyclic graph (DAG) over a finite non-empty set of variables (= nodes) N induces an independence model over N, which is a list of conditional independence statements over N.The inclusion problem is how to characterize (in graphical terms) whether all independence statements in the model induced by a DAG K are in the model induced by a second DAG L. Meek (1997) conjectured that this inclusion holds iff there exists a sequence of DAGs from L to K such that only certain 'legal' arrow reversal and 'legal' arrow adding operations are performed to get the next DAG in the sequence.In this paper we give several characterizations of inclusion of DAG models and verify Meek's conjecture in the case that the DAGs K and L differ in at most one adjacency. As a warming up a rigorous proof of well-known graphical characterizations of equivalence of DAGs, which is a highly related problem, is given.

The Factored Frontier (FF) algorithm is a simple approximate inferencealgorithm for Dynamic Bayesian Networks (DBNs). It is very similar tothe fully factorized version of the Boyen-Koller (BK) algorithm, butinstead of doing an exact update at every step followed bymarginalisation (projection), it always works with factoreddistributions. Hence it can be applied to models for which the exactupdate step is intractable. We show that FF is equivalent to (oneiteration of) loopy belief propagation (LBP) on the original DBN, andthat BK is equivalent (to one iteration of) LBP on a DBN where wecluster some of the nodes. We then show empirically that byiterating, LBP can improve on the accuracy of both FF and BK. Wecompare these algorithms on two real-world DBNs: the first is a modelof a water treatment plant, and the second is a coupled HMM, used tomodel freeway traffic.

This paper explores algorithms for processing probabilistic and deterministic information when the former is represented as a belief network and the latter as a set of boolean clauses. The motivating tasks are 1. evaluating beliefs networks having a large number of deterministic relationships and2. evaluating probabilities of complex boolean querie over a belief network. We propose a parameterized family of variable elimination algorithms that exploit both types of information, and that allows varying levels of constraint propagation inferences. The complexity of the scheme is controlled by the induced-width of the graph {em augmented} by the dependencies introduced by the boolean constraints. Preliminary empirical evaluation demonstrate the effect of constraint propagation on probabilistic computation.

Chow and Liu (1968) studied the problem of learning a maximumlikelihood Markov tree. We generalize their work to more complexMarkov networks by considering the problem of learning a maximumlikelihood Markov network of bounded complexity. We discuss howtree-width is in many ways the appropriate measure of complexity andthus analyze the problem of learning a maximum likelihood Markovnetwork of bounded tree-width.Similar to the work of Chow and Liu, we are able to formalize thelearning problem as a combinatorial optimization problem on graphs. Weshow that learning a maximum likelihood Markov network of boundedtree-width is equivalent to finding a maximum weight hypertree. Thisequivalence gives rise to global, integer-programming based,approximation algorithms with provable performance guarantees, for thelearning problem. This contrasts with heuristic local-searchalgorithms which were previously suggested (e.g. by Malvestuto 1991).The equivalence also allows us to study the computational hardness ofthe learning problem. We show that learning a maximum likelihoodMarkov network of bounded tree-width is NP-hard, and discuss thehardness of approximation.

There is increasing interest within the research community in the design and use of recursive probability models. Although there still remains concern about computational complexity costs and the fact that computing exact solutions can be intractable for many nonrecursive models and impossible in the general case for recursive problems, several research groups are actively developing computational techniques for recursive stochastic languages. We have developed an extension to the traditional lambda-calculus as a framework for families of Turing complete stochastic languages. We have also developed a class of exact inference algorithms based on the traditional reductions of the lambda-calculus. We further propose that using the deBruijn notation (a lambda-calculus notation with nameless dummies) supports effective caching in such systems (caching being an essential component of efficient computation). Finally, our extension to the lambda-calculus offers a foundation and general theory for the construction of recursive stochastic modeling languages as well as promise for effective caching and efficient approximation algorithms for inference.