Uncertainty
From influence diagrams to multi-operator cluster DAGs
Pralet, Cedric, Schiex, Thomas, Verfaillie, Gerard
There exist several architectures to solve influence diagrams using local computations, such as the Shenoy-Shafer, the HUGIN, or the Lazy Propagation architectures. They all extend usual variable elimination algorithms thanks to the use of so-called 'potentials'. In this paper, we introduce a new architecture, called the Multi-operator Cluster DAG architecture, which can produce decompositions with an improved constrained induced-width, and therefore induce potentially exponential gains. Its principle is to benefit from the composite nature of influence diagrams, instead of using uniform potentials, in order to better analyze the problem structure.
Axiomatic Foundations for a Class of Generalized Expected Utility: Algebraic Expected Utility
Expected Utility: Algebraic Expected Utility In this paper, we provide two axiomatizations of algebraic expected utility, which is a particular generalized expected utility, in a von Neumann-Morgenstern setting, i.e. uncertainty representation is supposed to be given and here to be described by a plausibility measure valued on a semiring, which could be partially ordered. We show that axioms identical to those for expected utility entail that preferences are represented by an algebraic expected utility. This algebraic approach allows many previous propositions (expected utility, binary possibilistic utility,...) to be unified in a same general framework and proves that the obtained utility enjoys the same nice features as expected utility: linearity, dynamic consistency, autoduality of the underlying uncertainty measure, autoduality of the decision criterion and possibility of modeling decision maker's attitude toward uncertainty.
A Non-Parametric Bayesian Method for Inferring Hidden Causes
Wood, Frank, Griffiths, Thomas, Ghahramani, Zoubin
We present a non-parametric Bayesian approach to structure learning with hidden causes. Previous Bayesian treatments of this problem define a prior over the number of hidden causes and use algorithms such as reversible jump Markov chain Monte Carlo to move between solutions. In contrast, we assume that the number of hidden causes is unbounded, but only a finite number influence observable variables. This makes it possible to use a Gibbs sampler to approximate the distribution over causal structures. We evaluate the performance of both approaches in discovering hidden causes in simulated data, and use our non-parametric approach to discover hidden causes in a real medical dataset.
A new axiomatization for likelihood gambles
This paper studies a new and more general axiomatization than one presented previously for preference on likelihood gambles. Likelihood gambles describe actions in a situation where a decision maker knows multiple probabilistic models and a random sample generated from one of those models but does not know prior probability of models. This new axiom system is inspired by Jensen's axiomatization of probabilistic gambles. Our approach provides a new perspective to the role of data in decision making under ambiguity. It avoids one of the most controversial issue of Bayesian methodology namely the assumption of prior probability.
Identification of Conditional Interventional Distributions
The subject of this paper is the elucidation of effects of actions from causal assumptions represented as a directed graph, and statistical knowledge given as a probability distribution. In particular, we are interested in predicting conditional distributions resulting from performing an action on a set of variables and, subsequently, taking measurements of another set. We provide a necessary and sufficient graphical condition for the cases where such distributions can be uniquely computed from the available information, as well as an algorithm which performs this computation whenever the condition holds. Furthermore, we use our results to prove completeness of do-calculus [Pearl, 1995] for the same identification problem.
On the Robustness of Most Probable Explanations
In Bayesian networks, a Most Probable Explanation (MPE) is a complete variable instantiation with a highest probability given the current evidence. In this paper, we discuss the problem of finding robustness conditions of the MPE under single parameter changes. Specifically, we ask the question: How much change in a single network parameter can we afford to apply while keeping the MPE unchanged? We will describe a procedure, which is the first of its kind, that computes this answer for each parameter in the Bayesian network variable in time O(n exp(w)), where n is the number of network variables and w is its treewidth.
MAIES: A Tool for DNA Mixture Analysis
Cowell, Robert G., Lauritzen, Steffen L., Mortera, Julia
We describe an expert system, MAIES, developed for analysing forensic identification problems involving DNA mixture traces using quantitative peak area information. Peak area information is represented by conditional Gaussian distributions, and inference based on exact junction tree propagation ascertains whether individuals, whose profiles have been measured, have contributed to the mixture. The system can also be used to predict DNA profiles of unknown contributors by separating the mixture into its individual components. The use of the system is illustrated with an application to a real world example. The system implements a novel MAP (maximum a posteriori) search algorithm that is described in an appendix.
An Empirical Comparison of Algorithms for Aggregating Expert Predictions
Dani, Varsha, Madani, Omid, Pennock, David M, Sanghai, Sumit, Galebach, Brian
Predicting the outcomes of future events is a challenging problem for which a variety of solution methods have been explored and attempted. We present an empirical comparison of a variety of online and offline adaptive algorithms for aggregating experts' predictions of the outcomes of five years of US National Football League games (1319 games) using expert probability elicitations obtained from an Internet contest called ProbabilitySports. We find that it is difficult to improve over simple averaging of the predictions in terms of prediction accuracy, but that there is room for improvement in quadratic loss. Somewhat surprisingly, a Bayesian estimation algorithm which estimates the variance of each expert's prediction exhibits the most consistent superior performance over simple averaging among our collection of algorithms.
Recognizing Activities and Spatial Context Using Wearable Sensors
Subramanya, Amarnag, Raj, Alvin, Bilmes, Jeff A., Fox, Dieter
We introduce a new dynamic model with the capability of recognizing both activities that an individual is performing as well as where that ndividual is located. Our model is novel in that it utilizes a dynamic graphical model to jointly estimate both activity and spatial context over time based on the simultaneous use of asynchronous observations consisting of GPS measurements, and measurements from a small mountable sensor board. Joint inference is quite desirable as it has the ability to improve accuracy of the model. A key goal, however, in designing our overall system is to be able to perform accurate inference decisions while minimizing the amount of hardware an individual must wear. This minimization leads to greater comfort and flexibility, decreased power requirements and therefore increased battery life, and reduced cost. We show results indicating that our joint measurement model outperforms measurements from either the sensor board or GPS alone, using two types of probabilistic inference procedures, namely particle filtering and pruned exact inference.
Belief Update in CLG Bayesian Networks With Lazy Propagation
In recent years Bayesian networks (BNs) with a mixture of continuous and discrete variables have received an increasing level of attention. We present an architecture for exact belief update in Conditional Linear Gaussian BNs (CLG BNs). The architecture is an extension of lazy propagation using operations of Lauritzen & Jensen [6] and Cowell [2]. By decomposing clique and separator potentials into sets of factors, the proposed architecture takes advantage of independence and irrelevance properties induced by the structure of the graph and the evidence. The resulting benefits are illustrated by examples. Results of a preliminary empirical performance evaluation indicate a significant potential of the proposed architecture.