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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Main Authors: Salmerón Cerdán, Antonio, Rumí, Rafael, Langseth, Helge, Madsen, Anders L., Nielsen, Thomas D.
Format: info:eu-repo/semantics/article
Language:English
Published: 2017
Online Access:http://hdl.handle.net/10835/4860
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author Salmerón Cerdán, Antonio
Rumí, Rafael
Langseth, Helge
Madsen, Anders L.
Nielsen, Thomas D.
author_facet Salmerón Cerdán, Antonio
Rumí, Rafael
Langseth, Helge
Madsen, Anders L.
Nielsen, Thomas D.
author_sort Salmerón Cerdán, Antonio
collection DSpace
description 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).
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spelling oai:repositorio.ual.es:10835-48602023-04-12T19:40:10Z MPE inference in Conditional Linear Gaussian Networks Salmerón Cerdán, Antonio Rumí, Rafael Langseth, Helge Madsen, Anders L. Nielsen, Thomas D. 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). 2017-06-16T08:22:23Z 2017-06-16T08:22:23Z 2015 info:eu-repo/semantics/article http://hdl.handle.net/10835/4860 en Attribution-NonCommercial-NoDerivatives 4.0 Internacional http://creativecommons.org/licenses/by-nc-nd/4.0/ info:eu-repo/semantics/openAccess
spellingShingle Salmerón Cerdán, Antonio
Rumí, Rafael
Langseth, Helge
Madsen, Anders L.
Nielsen, Thomas D.
MPE inference in Conditional Linear Gaussian Networks
title MPE inference in Conditional Linear Gaussian Networks
title_full MPE inference in Conditional Linear Gaussian Networks
title_fullStr MPE inference in Conditional Linear Gaussian Networks
title_full_unstemmed MPE inference in Conditional Linear Gaussian Networks
title_short MPE inference in Conditional Linear Gaussian Networks
title_sort mpe inference in conditional linear gaussian networks
url http://hdl.handle.net/10835/4860
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AT rumirafael mpeinferenceinconditionallineargaussiannetworks
AT langsethhelge mpeinferenceinconditionallineargaussiannetworks
AT madsenandersl mpeinferenceinconditionallineargaussiannetworks
AT nielsenthomasd mpeinferenceinconditionallineargaussiannetworks