Cycle-cutset sampling for Bayesian networks

  • Authors:
  • Bozhena Bidyuk;Rina Dechter

  • Affiliations:
  • Information and Computer Science, University of California-Irvine, Irvine, CA;Information and Computer Science, University of California-Irvine, Irvine, CA

  • Venue:
  • AI'03 Proceedings of the 16th Canadian society for computational studies of intelligence conference on Advances in artificial intelligence
  • Year:
  • 2003

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Abstract

The paper presents a new sampling methodology for Bayesian networks called cutset sampling that samples only a subset of the variables and applies exact inference for the others. We show that this approach can be implemented efficiently when the sampled variables constitute a cycle-cutset for the Bayesian network and otherwise it is exponential in the induced-width of the network's graph, whose sampled variables are removed. Cutset sampling is an instance of the well known Rao-Blakwellisation technique for variance reduction investigated in [5, 2, 16]. Moreover, the proposed scheme extends standard sampling methods to non-ergodic networks with ergodic subspaces. Our empirical results confirm those expectations and show that cycle cutset sampling is superior to Gibbs sampling for a variety of benchmarks, yielding a simple, yet powerful sampling scheme.