Importance Sampling in Bayesian Networks Using Antithetic Variables

  • Authors:
  • Antonio Salmerón;Serafín Moral

  • Affiliations:
  • -;-

  • Venue:
  • ECSQARU '01 Proceedings of the 6th European Conference on Symbolic and Quantitative Approaches to Reasoning with Uncertainty
  • Year:
  • 2001

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Abstract

In this paper we introduce an improvement over importance sampling propagation algorithms in Bayesian networks. The difference with respect to importance sampling is that during the simulation, configurations are obtained using antithetic variables (variables with negative correlation), achieving a reduction of the variance of the estimation. The performance of the new algorithm is tested by means of some experiments carried out over four large real-world networks.