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Improved Mean and Variance Approximations for Belief Net Response via Network Doubling
Proceedings of the 25th Conference on Uncertainty in Artificial Intelligence, PMLR R7:232-239, 2009.
Abstract
A Bayesian belief network models a joint distribution with an directed acyclic graph representing dependencies among variables and network parameters characterizing con- ditional distributions. The parameters are viewed as random variables to quantify un- certainty about their values. Belief nets are used to compute responses to queries; i.e., conditional probabilities of interest. A query is a function of the parameters, hence a ran- dom variable. Van Allen et al. (2001, 2008) showed how to quantify uncertainty about a query via a delta method approximation of its variance. We develop more accurate ap- proximations for both query mean and vari- ance. The key idea is to extend the query mean approximation to a “doubled network” involving two independent replicates. Our method assumes complete data and can be applied to discrete, continuous, and hybrid networks (provided discrete variables have only discrete parents). We analyze several improvements, and provide empirical studies to demonstrate their effectiveness.