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Approximating probability density functions in hybrid Bayesian networks with mixtures of truncated exponentials

机译:截断指数混合的混合贝叶斯网络中的近似概率密度函数

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Mixtures of truncated exponentials (MTE) potentials are an alternative to discretization and Monte Carlo methods for solving hybrid Bayesian networks. Any probability density function (PDF) can be approximated by an MTE potential, which can always be marginalized in closed form. This allows propagation to be done exactly using the Shenoy-Shafer architecture for computing marginals, with no restrictions on the construction of a join tree. This paper presents MTE potentials that approximate standard PDF's and applications of these potentials for solving inference problems in hybrid Bayesian networks. These approximations will extend the types of inference problems that can be modelled with Bayesian networks, as demonstrated using three examples.
机译:截断指数(MTE)势的混合是离散化和蒙特卡罗方法求解混合贝叶斯网络的替代方法。 MTE势可以近似任何概率密度函数(PDF),而MTE势总是可以封闭形式边缘化。这允许使用Shenoy-Shafer架构精确地完成传播以计算边际,而对连接树的构造没有任何限制。本文介绍了近似标准PDF的MTE潜力,以及这些潜力在混合贝叶斯网络中解决推理问题的应用。这些近似将扩展可以用贝叶斯网络建模的推理问题的类型,如使用三个示例所示。

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