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A variational approximation for Bayesian networks with discrete and continuous latent variables

Published: 30 July 1999 Publication History

Abstract

We show how to use a variational approximation to the logistic function to perform approximate inference in Bayesian networks containing discrete nodes with continuous parents. Essentially, we convert the logistic function to a Gaussian, which facilitates exact inference, and then iteratively adjust the variational parameters to improve the quality of the approximation. We demonstrate experimentally that this approximation is much faster than sampling, but comparable in accuracy. We also introduce a simple new technique for handling evidence, which allows us to handle arbitrary distributionson observed nodes, as well as achieving a significant speedup in networks with discrete variables of large cardinality.

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  1. A variational approximation for Bayesian networks with discrete and continuous latent variables

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      Published In

      cover image Guide Proceedings
      UAI'99: Proceedings of the Fifteenth conference on Uncertainty in artificial intelligence
      July 1999
      703 pages
      ISBN:1558606149
      • Editors:
      • Kathryn B. Laskey,
      • Henri Prade

      Sponsors

      • Rockwell Science Center: Rockwell Science Center
      • HUGIN: Hugin Expert A/S
      • Information Extraction and Transportation
      • Microsoft Research: Microsoft Research
      • AT&T: AT&T Labs Research

      Publisher

      Morgan Kaufmann Publishers Inc.

      San Francisco, CA, United States

      Publication History

      Published: 30 July 1999

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      • (2016)Component caching in hybrid domains with piecewise polynomial densitiesProceedings of the Thirtieth AAAI Conference on Artificial Intelligence10.5555/3016100.3016376(3369-3375)Online publication date: 12-Feb-2016
      • (2015)Hashing-based approximate probabilistic inference in hybrid domainsProceedings of the Thirty-First Conference on Uncertainty in Artificial Intelligence10.5555/3020847.3020863(141-150)Online publication date: 12-Jul-2015
      • (2015)Probabilistic inference in hybrid domains by weighted model integrationProceedings of the 24th International Conference on Artificial Intelligence10.5555/2832581.2832636(2770-2776)Online publication date: 25-Jul-2015
      • (2011)Extended Shenoy--Shafer architecture for inference in hybrid bayesian networks with deterministic conditionalsInternational Journal of Approximate Reasoning10.1016/j.ijar.2011.02.00552:6(805-818)Online publication date: 1-Sep-2011
      • (2011)Inference in hybrid Bayesian networks using mixtures of polynomialsInternational Journal of Approximate Reasoning10.1016/j.ijar.2010.09.00352:5(641-657)Online publication date: 1-Jul-2011
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      • (2007)Building Blocks for Variational Bayesian Learning of Latent Variable ModelsThe Journal of Machine Learning Research10.5555/1248659.12486658(155-201)Online publication date: 1-May-2007
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