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Abstraction Sampling in Graphical Models
Proceedings of the 34th Conference on Uncertainty in Artificial Intelligence, PMLR R16:631-640, 2018.
Abstract
We present a new sampling scheme for approx- imating hard to compute queries over graphical models, such as computing the partition func- tion. The scheme builds upon exact algorithms that traverse a weighted directed state-space graph representing a global function over a graphical model (e.g., probability distribution). With the aid of an abstraction function and ran- domization, the state space can be compacted (or trimmed) to facilitate tractable computa- tion, yielding a Monte Carlo Estimate that is unbiased. We present the general scheme and analyze its properties analytically and empiri- cally, investigating two specific ideas for pick- ing abstractions - targeting reduction of vari- ance or search space size.