Scoring structures of undirected graphical models by means of evaluating the marginal likelihood is very hard. The main reason is the presence of the parti- tion function which is intractable to evaluate, let alone integrate over. We propose to approximate the marginal likelihood by employing two levels of approximation: we assume normality of the posterior (the Laplace approximation) and approxi- mate all remaining intractable quantities using belief propagation and the linear response approximation. Em- pirically, we find that our procedure has about two orders of magnitude better accuracy than standard BIC methods for small datasets, but deteriorates when the size of the dataset grows.

Scoring structures of undirected graphical models by means of evaluating the marginal likelihood is very hard. The main reason is the presence of the partition function which is intractable to evaluate, let alone integrate over. We propose to approximate the marginal likelihood by employing two levels of approximation: we assume normality of the posterior (the Laplace approximation) and approximate all remaining intractable quantities using belief propagation and the linear response approximation.

Scoring structures of undirected graphical models by means of evaluating the marginal likelihood is very hard. The main reason is the presence of the partition function which is intractable to evaluate, let alone integrate over. We propose to approximate the marginal likelihood by employing two levels of approximation: we assume normality of the posterior (the Laplace approximation) and approximate all remaining intractable quantities using belief propagation and the linear response approximation.

Scoring structures of undirected graphical models by means of evaluating the marginal likelihood is very hard. The main reason is the presence of the partition functionwhich is intractable to evaluate, let alone integrate over. We propose to approximate the marginal likelihood by employing two levels of approximation: we assume normality of the posterior (the Laplace approximation) and approximate allremaining intractable quantities using belief propagation and the linear response approximation.