Bayesian networks (BNs) offer a compact, intuitive, and efficient graphical representation of uncertain relationships among the variables in a domain and have proven their value in many disciplines over the last two decades. However, two challenges become increasingly critical in practical applications of Bayesian networks. First, real models are reaching the size of hundreds or even thousands of nodes. Second, some decision problems are more naturally represented by hybrid models which contain mixtures of
discrete and continuous variables and may represent linear or nonlinear equations and arbitrary probability distributions. Both challenges make building Bayesian network models and reasoning with
them more and more difficult.
In this dissertation, I address the challenges by developing representational and computational solutions based on importance sampling. I First develop a more solid understanding of the properties of importance sampling in the context of Bayesian networks. Then, I address a fundamental question of importance sampling in Bayesian networks, the representation of the importance function. I derive an exact representation for the optimal importance function and propose an approximation strategy for the
representation when it is too complex. Based on these theoretical analysis, I propose a suite of importance sampling-based algorithms for (hybrid) Bayesian networks. I believe the new algorithms
significantly extend the efficiency, applicability, and scalability of approximate inference methods for Bayesian networks. The ultimate goal of this research is to help users to solve difficult reasoning problems emerging from complex decision problems in the most general settings.
| Identifer | oai:union.ndltd.org:PITT/oai:PITTETD:etd-07152006-172002 |
| Date | 02 October 2006 |
| Creators | Yuan, Changhe |
| Contributors | Marek J. Druzdzel, Gregory F. Cooper, Leon J. Gleser, Milos Hauskrecht, Eric P. Xing |
| Publisher | University of Pittsburgh |
| Source Sets | University of Pittsburgh |
| Language | English |
| Detected Language | English |
| Type | text |
| Format | application/pdf |
| Source | http://etd.library.pitt.edu/ETD/available/etd-07152006-172002/ |
| Rights | unrestricted, I hereby certify that, if appropriate, I have obtained and attached hereto a written permission statement from the owner(s) of each third party copyrighted matter to be included in my thesis, dissertation, or project report, allowing distribution as specified below. I certify that the version I submitted is the same as that approved by my advisory committee. I hereby grant to University of Pittsburgh or its agents the non-exclusive license to archive and make accessible, under the conditions specified below, my thesis, dissertation, or project report in whole or in part in all forms of media, now or hereafter known. I retain all other ownership rights to the copyright of the thesis, dissertation or project report. I also retain the right to use in future works (such as articles or books) all or part of this thesis, dissertation, or project report. |
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