Efficient approximations for the marginal likelihood of incomplete data given a Bayesian network

作者: David Maxwell Chickering , David Heckerman

DOI:

关键词:

摘要: We examine asymptotic approximations for the marginal likelihood of incomplete data given a Bayesian network. consider Laplace approximation and less accurate but more efficient BIC/MDL approximation. also proposed by Draper (1993) Cheeseman Stutz (1995). These are as BIC/MDL, their accuracy has not been studied in any depth. compare these under assumption that is most accurate. In experiments using synthetic generated from discrete naive-Bayes models having hidden root node, we find (1) measure least accurate, bias favor simple models, (2) CS measures complex respectively.

参考文章(21)
Bo Thiesson, Score and information for recursive exponential models with incomplete data uncertainty in artificial intelligence. pp. 453- 463 ,(1997)
David Draper, Assessment and Propagation of Model Uncertainty Journal of the Royal Statistical Society: Series B (Methodological). ,vol. 57, pp. 45- 70 ,(1995) , 10.1111/J.2517-6161.1995.TB02015.X
John Stutz, Peter Cheeseman, Bayesian classification (AutoClass): theory and results knowledge discovery and data mining. pp. 153- 180 ,(1996)
Stuart Russell, John Binder, Daphne Koller, Keiji Kanazawa, Local learning in probabilistic networks with hidden variables international joint conference on artificial intelligence. pp. 1146- 1152 ,(1995)
Peter Friedland, Wray L. Buntine, A Guide to the Literature on Learning Graphical Models ,(1994)
W. L. Buntine, Operations for learning with graphical models Journal of Artificial Intelligence Research. ,vol. 2, pp. 159- 225 ,(1994) , 10.1613/JAIR.62
Dan Geiger, David Heckerman, Christopher Meek, Asymptotic model selection for directed networks with hidden variables uncertainty in artificial intelligence. pp. 283- 290 ,(1996) , 10.1007/978-94-011-5014-9_16
Robert E. Kass, Larry Wasserman, A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion Journal of the American Statistical Association. ,vol. 90, pp. 928- 934 ,(1995) , 10.1080/01621459.1995.10476592
David J. Spiegelhalter, Steffen L. Lauritzen, Sequential updating of conditional probabilities on directed graphical structures Networks. ,vol. 20, pp. 579- 605 ,(1990) , 10.1002/NET.3230200507
Xiao-Li Meng, Donald B. Rubin, Using EM to Obtain Asymptotic Variance-Covariance Matrices: The SEM Algorithm Journal of the American Statistical Association. ,vol. 86, pp. 899- 909 ,(1991) , 10.1080/01621459.1991.10475130