Blocking Gibbs sampling in very large probabilistic expert systems

We introduce a methodology for performing approximate computations in very complex probabilistic systems (e.g. huge pedigrees). Our approach, called blocking Gibbs, combines exact local computations with Gibbs sampling in a way that complements the strengths of both. The methodology is illustrated o...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:International journal of human-computer studies 1995-06, Vol.42 (6), p.647-666
Hauptverfasser: Jensen, Claus S., Kjærulff, Uffe, Kong, Augustine
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:We introduce a methodology for performing approximate computations in very complex probabilistic systems (e.g. huge pedigrees). Our approach, called blocking Gibbs, combines exact local computations with Gibbs sampling in a way that complements the strengths of both. The methodology is illustrated on a real-world problem involving a heavily inbred pedigreee containing 20 000 individuals. We present results showing that blocking-Gibbs sampling converges much faster than plain Gibbs sampling for very complex problems.
ISSN:1071-5819
1095-9300
DOI:10.1006/ijhc.1995.1029