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An Importance Sampling Algorithm Based on Evidence Pre-propagation

2012/10/19 by Changhe Yuan, Yuan, Changhe, Marek J. Drużdżel +2
Computer Science · Decision Sciences · #AI-based Problem Solving and Planning #Artificial Intelligence (cs.AI) #Bayesian Modeling and Causal Inference #Data Quality and Management #FOS: Computer and information sciences #cs.AI

paper · pdf · doi:10.48550/arxiv.1212.2507

Appears in Proceedings of the Nineteenth Conference on Uncertainty in Artificial Intelligence (UAI2003)

arxiv created 2012/10/19 · openalex publication_date 2012/10/19 · arxiv updated 2012/12/12 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Precision achieved by stochastic sampling algorithms for Bayesian networks typically deteriorates in face of extremely unlikely evidence. To address this problem, we propose the Evidence Pre-propagation Importance Sampling algorithm (EPIS-BN), an importance sampling algorithm that computes an approximate importance function by the heuristic methods: loopy belief Propagation and e-cutoff. We tested the performance of e-cutoff on three large real Bayesian networks: ANDES, CPCS, and PATHFINDER. We observed that on each of these networks the EPIS-BN algorithm gives us a considerable improvement over the current state of the art algorithm, the AIS-BN algorithm. In addition, it avoids the costly learning stage of the AIS-BN algorithm.

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