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Weighing and Integrating Evidence for Stochastic Simulation in Bayesian Networks

2013/03/27 by Robert Fung, Fung, Robert, Kuo-Chu Chang +1
Computer Science · #Artificial Intelligence (cs.AI) #FOS: Computer and information sciences #cs.AI

paper · pdf · doi:10.48550/arxiv.1304.1504

Appears in Proceedings of the Fifth Conference on Uncertainty in Artificial Intelligence (UAI1989)

arxiv created 2013/03/27 · arxiv updated 2013/04/08

Abstract

Stochastic simulation approaches perform probabilistic inference in Bayesian networks by estimating the probability of an event based on the frequency that the event occurs in a set of simulation trials. This paper describes the evidence weighting mechanism, for augmenting the logic sampling stochastic simulation algorithm [Henrion, 1986]. Evidence weighting modifies the logic sampling algorithm by weighting each simulation trial by the likelihood of a network's evidence given the sampled state node values for that trial. We also describe an enhancement to the basic algorithm which uses the evidential integration technique [Chin and Cooper, 1987]. A comparison of the basic evidence weighting mechanism with the Markov blanket algorithm [Pearl, 1987], the logic sampling algorithm, and the evidence integration algorithm is presented. The comparison is aided by analyzing the performance of the algorithms in a simple example network.

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