Multiply Sectioned Bayesian Networks (MSBNs) extend single-agent Bayesian networks to the setting of multi-agent probabilistic reasoning. The MSBN global propagation is conducted through inter-agent message passing, coupled with intra-agent (local) message passing at local domains. Existing LJF-based MSBN inference algorithms require repeated full-scale local propagation, which may cause bottlenecks in a non-sparse network. We propose a novel method that conducts 1) delayed inter-agent message manipulation, and 2) partial local message propagation. Analysis shows that our approach significantly reduces the amount of local computation while maintaining the correctness of MSBN global propagation.

Temporal Nodes Bayesian Networks (TNBNs) are an alternative to Dynamic Bayesian Networks for temporal reasoning, that result in much simpler and efficient models in some domains. However, methods for learning this type of models from data have not been developed. In this paper we propose a learning algorithm to obtain the structure and temporal intervals for TNBNs from data. The method has three phases: (i) obtain an initial approximation of the intervals, (ii) obtain a structure using a standard algorithm and (iii) refine the intervals for each temporal node based on a clustering algorithm. We evaluated the method with synthetic data. Our method obtains the best score in terms of the structure and a competitive predictive accuracy.

Causality plays an important role in our comprehension of the world. It amounts to determine what truly causes what and what it matters. Interventions allow the identification of elements in a sequence of events that are related in a causal way. In this paper, we introduce belief causation and we proposea method for handling interventions in graphical model under an uncertain environment where the uncertainty is represented by belief masses, so-called belief causal networks. More specifically, we propose a generalization of the “DO” operator and explain the needed changes on the structure of the graph to model a belief causal network on which interventions are proceeded.

Many problems in AI (in reasoning, planning, learning, perception and robotics) require an agent to operate with incomplete or uncertain information. The objective of this track is to present and discuss a broad and diverse range of current work on uncertain reasoning, including theoretical and applied research based on different paradigms. We hope that the variety and richness of this track will help to promote cross fertilization among the different approaches for uncertain reasoning, and in this way foster the development of new ideas and paradigms. The Special Track on Uncertain Reasoning is the oldest track in FLAIRS conferences, running annually since 1996. This meeting will mark the 16th in the series.

This paper presents a general and efficient framework for probabilistic inference and learning from arbitrary uncertain information. It exploits the calculation properties of finite mixture models, conjugate families and factorization. Both the joint probability density of the variables and the likelihood function of the (objective or subjective) observation are approximated by a special mixture model, in such a way that any desired conditional distribution can be directly obtained without numerical integration. We have developed an extended version of the expectation maximization (EM) algorithm to estimate the parameters of mixture models from uncertain training examples (indirect observations). As a consequence, any piece of exact or uncertain information about both input and output values is consistently handled in the inference and learning stages. This ability, extremely useful in certain situations, is not found in most alternative methods. The proposed framework is formally justified from standard probabilistic principles and illustrative examples are provided in the fields of nonparametric pattern classification, nonlinear regression and pattern completion. Finally, experiments on a real application and comparative results over standard databases provide empirical evidence of the utility of the method in a wide range of applications.

We address the problem of computing approximate marginals in Gaussian probabilistic models by using mean field and fractional Bethe approximations. We define the Gaussian fractional Bethe free energy in terms of the moment parameters of the approximate marginals, derive a lower and an upper bound on the fractional Bethe free energy and establish a necessary condition for the lower bound to be bounded from below. It turns out that the condition is identical to the pairwise normalizability condition, which is known to be a sufficient condition for the convergence of the message passing algorithm. We show that stable fixed points of the Gaussian message passing algorithm are local minima of the Gaussian Bethe free energy. By a counterexample, we disprove the conjecture stating that the unboundedness of the free energy implies the divergence of the message passing algorithm.

While loopy belief propagation (LBP) performs reasonably well for inference in some Gaussian graphical models with cycles, its performance is unsatisfactory for many others. In particular for some models LBP does not converge, and in general when it does converge, the computed variances are incorrect (except for cycle-free graphs for which belief propagation (BP) is non-iterative and exact). In this paper we propose {\em feedback message passing} (FMP), a message-passing algorithm that makes use of a special set of vertices (called a {\em feedback vertex set} or {\em FVS}) whose removal results in a cycle-free graph. In FMP, standard BP is employed several times on the cycle-free subgraph excluding the FVS while a special message-passing scheme is used for the nodes in the FVS. The computational complexity of exact inference is $O(k^2n)$, where $k$ is the number of feedback nodes, and $n$ is the total number of nodes. When the size of the FVS is very large, FMP is intractable. Hence we propose {\em approximate FMP}, where a pseudo-FVS is used instead of an FVS, and where inference in the non-cycle-free graph obtained by removing the pseudo-FVS is carried out approximately using LBP. We show that, when approximate FMP converges, it yields exact means and variances on the pseudo-FVS and exact means throughout the remainder of the graph. We also provide theoretical results on the convergence and accuracy of approximate FMP. In particular, we prove error bounds on variance computation. Based on these theoretical results, we design efficient algorithms to select a pseudo-FVS of bounded size. The choice of the pseudo-FVS allows us to explicitly trade off between efficiency and accuracy. Experimental results show that using a pseudo-FVS of size no larger than $\log(n)$, this procedure converges much more often, more quickly, and provides more accurate results than LBP on the entire graph.

The receiver operating characteristic (ROC) curve is a very useful tool for analyzing the diagnostic/classification power of instruments/classification schemes as long as a binary-scale gold standard is available. When the gold standard is continuous and there is no confirmative threshold, ROC curve becomes less useful. Hence, there are several extensions proposed for evaluating the diagnostic potential of variables of interest. However, due to the computational difficulties of these nonparametric based extensions, they are not easy to be used for finding the optimal combination of variables to improve the individual diagnostic power. Therefore, we propose a new measure, which extends the AUC index for identifying variables with good potential to be used in a diagnostic scheme. In addition, we propose a threshold gradient descent based algorithm for finding the best linear combination of variables that maximizes this new measure, which is applicable even when the number of variables is huge. The estimate of the proposed index and its asymptotic property are studied. The performance of the proposed method is illustrated using both synthesized and real data sets.

Bisimulations have been widely used in many areas of computer science to model equivalence between various systems, and to reduce the number of states of these systems, whereas uniform fuzzy relations have recently been introduced as a means to model the fuzzy equivalence between elements of two possible different sets. Here we use the conjunction of these two concepts as a powerful tool in the study of equivalence between fuzzy automata. We prove that a uniform fuzzy relation between fuzzy automata $\cal A$ and $\cal B$ is a forward bisimulation if and only if its kernel and co-kernel are forward bisimulation fuzzy equivalences on $\cal A$ and $\cal B$ and there is a special isomorphism between factor fuzzy automata with respect to these fuzzy equivalences. As a consequence we get that fuzzy automata $\cal A$ and $\cal B$ are UFB-equivalent, i.e., there is a uniform forward bisimulation between them, if and only if there is a special isomorphism between the factor fuzzy automata of $\cal A$ and $\cal B$ with respect to their greatest forward bisimulation fuzzy equivalences. This result reduces the problem of testing UFB-equivalence to the problem of testing isomorphism of fuzzy automata, which is closely related to the well-known graph isomorphism problem. We prove some similar results for backward-forward bisimulations, and we point to fundamental differences. Because of the duality with the studied concepts, backward and forward-backward bisimulations are not considered separately. Finally, we give a comprehensive overview of various concepts on deterministic, nondeterministic, fuzzy, and weighted automata, which are related to bisimulations.

We consider a binary unsupervised classification problem where each observation is associated with an unobserved label that we want to retrieve. More precisely, we assume that there are two groups of observation: normal and abnormal. The `normal' observations are coming from a known distribution whereas the distribution of the `abnormal' observations is unknown. Several models have been developed to fit this unknown distribution. In this paper, we propose an alternative based on a mixture of Gaussian distributions. The inference is done within a variational Bayesian framework and our aim is to infer the posterior probability of belonging to the class of interest. To this end, it makes no sense to estimate the mixture component number since each mixture model provides more or less relevant information to the posterior probability estimation. By computing a weighted average (named aggregated estimator) over the model collection, Bayesian Model Averaging (BMA) is one way of combining models in order to account for information provided by each model. The aim is then the estimation of the weights and the posterior probability for one specific model. In this work, we derive optimal approximations of these quantities from the variational theory and propose other approximations of the weights. To perform our method, we consider that the data are dependent (Markovian dependency) and hence we consider a Hidden Markov Model. A simulation study is carried out to evaluate the accuracy of the estimates in terms of classification. We also present an application to the analysis of public health surveillance systems.