Sciweavers

284 search results - page 1 / 57
» Importance Sampling for Continuous Time Bayesian Networks
Sort
View
JMLR
2010
137views more  JMLR 2010»
13 years 2 months ago
Importance Sampling for Continuous Time Bayesian Networks
A continuous time Bayesian network (CTBN) uses a structured representation to describe a dynamic system with a finite number of states which evolves in continuous time. Exact infe...
Yu Fan, Jing Xu, Christian R. Shelton
CORR
2012
Springer
210views Education» more  CORR 2012»
12 years 3 months ago
Fast MCMC sampling for Markov jump processes and continuous time Bayesian networks
Markov jump processes and continuous time Bayesian networks are important classes of continuous time dynamical systems. In this paper, we tackle the problem of inferring unobserve...
Vinayak Rao, Yee Whye Teh
JMLR
2010
125views more  JMLR 2010»
13 years 2 months ago
Continuous Time Bayesian Network Reasoning and Learning Engine
We present a continuous time Bayesian network reasoning and learning engine (CTBN-RLE). A continuous time Bayesian network (CTBN) provides a compact (factored) description of a co...
Christian R. Shelton, Yu Fan, William Lam, Joon Le...
UAI
2003
13 years 8 months ago
An Importance Sampling Algorithm Based on Evidence Pre-propagation
Precision achieved by stochastic sampling algorithms for Bayesian networks typically deteriorates in face of extremely unlikely evidence. To address this problem, we propose the E...
Changhe Yuan, Marek J. Druzdzel
AI
2007
Springer
14 years 1 months ago
Improving Importance Sampling by Adaptive Split-Rejection Control in Bayesian Networks
Importance sampling-based algorithms are a popular alternative when Bayesian network models are too large or too complex for exact algorithms. However, importance sampling is sensi...
Changhe Yuan, Marek J. Druzdzel