Sciweavers

124 search results - page 4 / 25
» Efficient Algorithms for Conditional Independence Inference
Sort
View
TSP
2010
13 years 2 months ago
Gaussian multiresolution models: exploiting sparse Markov and covariance structure
We consider the problem of learning Gaussian multiresolution (MR) models in which data are only available at the finest scale and the coarser, hidden variables serve both to captu...
Myung Jin Choi, Venkat Chandrasekaran, Alan S. Wil...
NIPS
2008
13 years 9 months ago
Efficient Sampling for Gaussian Process Inference using Control Variables
Sampling functions in Gaussian process (GP) models is challenging because of the highly correlated posterior distribution. We describe an efficient Markov chain Monte Carlo algori...
Michalis Titsias, Neil D. Lawrence, Magnus Rattray
UAI
2008
13 years 9 months ago
Learning Arithmetic Circuits
Graphical models are usually learned without regard to the cost of doing inference with them. As a result, even if a good model is learned, it may perform poorly at prediction, be...
Daniel Lowd, Pedro Domingos
ECAI
2010
Springer
13 years 7 months ago
The Necessity of Bounded Treewidth for Efficient Inference in Bayesian Networks
Abstract. Algorithms for probabilistic inference in Bayesian networks are known to have running times that are worst-case exponential in the size of the network. For networks with ...
Johan Kwisthout, Hans L. Bodlaender, Linda C. van ...
UAI
2001
13 years 9 months ago
A Bayesian Multiresolution Independence Test for Continuous Variables
In this paper we present a method of computing the posterior probability of conditional independence of two or more continuous variables from data, examined at several resolutions...
Dimitris Margaritis, Sebastian Thrun