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Importance sampling for Jackson networks

✍ Scribed by Paul Dupuis; Hui Wang


Book ID
106508885
Publisher
Springer US
Year
2009
Tongue
English
Weight
764 KB
Volume
62
Category
Article
ISSN
0257-0130

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Importance sampling in Bayesian networks
✍ Antonio SalmerΓ³n; AndrΓ©s Cano; Serafı́n Moral πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 248 KB

In this paper a new Monte-Carlo algorithm for the propagation of probabilities in Bayesian networks is proposed. This algorithm has two stages: in the ΓΏrst one an approximate propagation is carried out by means of a deletion sequence of the variables. In the second stage a sample is obtained using a