Learning parameters of Bayesian networks from incomplete data via importance sampling

  • Authors:
  • Carsten Riggelsen

  • Affiliations:
  • Department of Information and Computing Sciences, Utrecht University, P.O. Box 80.098, 3508 TB Utrecht, The Netherlands

  • Venue:
  • International Journal of Approximate Reasoning
  • Year:
  • 2006

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Abstract

We present an algorithm for learning parameters of Bayesian networks from incomplete data. By using importance sampling we are able to assign a score to imputation proposals depending on the quality of such a proposal in combination with the observed data. This in effect makes it possible to approximate the posterior parameter distribution given incomplete data by using a mixture distribution with a tractable number of components. The technique allows for different imputation methods, in particular we propose an imputation method that combines Gibbs sampling and a data augmentation derivative. We evaluate our algorithm, and we compare the results to those obtained with WinBUGS and the EM algorithm.