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...
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Veröffentlicht in: | International journal of human-computer studies 1995-06, Vol.42 (6), p.647-666 |
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Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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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. |
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ISSN: | 1071-5819 1095-9300 |
DOI: | 10.1006/ijhc.1995.1029 |