A Bayesian network, Bayes network, belief network, Bayes(ian) model or probabilistic directed acyclic graphical model is a probabilistic graphical model (a type of statistical model) that represents a set of variables and their conditional dependencies via a directed acyclic graph (DAG). (Wikipedia)
This paper concerns, more specifically, the inconsistency of separating sets used to remove dispensable edges, iteratively, based on conditional independence tests.
We consider a finite-horizon multi-armed bandit (MAB) problem in a Bayesian setting, for which we propose an information relaxation sampling framework.
In this paper, we introduce the pseudo-extended MCMC method as a simple approach for improving the mixing of the MCMC sampler for multi-modal posterior distributions.
On the other hand, another source of uncertainty is "inevitable variability in the response variable", i.e. when the variable to predict exhibits randomness,