Evidential reasoning using stochastic simulation of causal models
Artificial Intelligence
Probabilistic reasoning in intelligent systems: networks of plausible inference
Probabilistic reasoning in intelligent systems: networks of plausible inference
Probabilistic inference and influence diagrams
Operations Research
Approximating probabilistic inference in Bayesian belief networks is NP-hard
Artificial Intelligence
Simulation Approaches to General Probabilistic Inference on Belief Networks
UAI '89 Proceedings of the Fifth Annual Conference on Uncertainty in Artificial Intelligence
Weighing and Integrating Evidence for Stochastic Simulation in Bayesian Networks
UAI '89 Proceedings of the Fifth Annual Conference on Uncertainty in Artificial Intelligence
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Simulation schemes for probabilistic inference in Bayesian belief networks offer many advantages over exact algorithms; for example, these schemes have a linear and thus predictable runtime while exact algorithms have exponential runtime. Experiments have shown that likelihood weighting is one of the most promising simulation schemes. In this paper, we present a new simulation scheme that generates samples more evenly spread in the sample space than the likelihood weighting scheme. We show both theoretically and experimentally that the stratified scheme outperforms likelihood weighting in average runtime and error in estimates of beliefs.