MPE inference in Conditional Linear Gaussian Networks

Given evidence on a set of variables in a Bayesian network, the most probable explanation (MPE) is the problem of nding a con guration of the remaining variables with maximum posterior probability. This problem has previously been addressed for discrete Bayesian networks and can be solved using...

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Chi tiết về thư mục
Những tác giả chính: Salmerón Cerdán, Antonio, Rumí, Rafael, Langseth, Helge, Madsen, Anders L., Nielsen, Thomas D.
Định dạng: info:eu-repo/semantics/article
Ngôn ngữ:English
Được phát hành: 2017
Truy cập trực tuyến:http://hdl.handle.net/10835/4860
Miêu tả
Tóm tắt:Given evidence on a set of variables in a Bayesian network, the most probable explanation (MPE) is the problem of nding a con guration of the remaining variables with maximum posterior probability. This problem has previously been addressed for discrete Bayesian networks and can be solved using inference methods similar to those used for finding posterior probabilities. However, when dealing with hybrid Bayesian networks, such as conditional linear Gaussian (CLG) networks, the MPE problem has only received little attention. In this paper, we provide insights into the general problem of fi nding an MPE con guration in a CLG network. For solving this problem, we devise an algorithm based on bucket elimination and with the same computational complexity as that of calculating posterior marginals in a CLG network. We illustrate the workings of the algorithm using a detailed numerical example, and discuss possible extensions of the algorithm for handling the more general problem of fi nding a maximum a posteriori hypothesis (MAP).