MCMC

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Gary
Posts: 40
Joined: Thu Nov 17, 2016 2:38 am

MCMC

Post by Gary » Mon May 15, 2017 8:26 am

Hi
Is there a procedure for the Markov chain Monte Carlo algorithm in the smilearn?

marek [BayesFusion]
Site Admin
Posts: 299
Joined: Tue Dec 11, 2007 4:24 pm

Re: MCMC

Post by marek [BayesFusion] » Mon May 15, 2017 8:12 pm

I'm afraid not. Neither among the belief updating nor the learning algorithms. I'm not sure about the performance of learning based on MCMC but in case of belief updating, importance sampling is much better in practice. We suggest that you use the EPIS-BN algorithm.
I hope this helps,

Marek

Gary
Posts: 40
Joined: Thu Nov 17, 2016 2:38 am

Re: MCMC

Post by Gary » Tue May 16, 2017 7:36 am

Thank you very much!
Is there a source of EPIS-BN algorithm in the smilearn?

marek [BayesFusion]
Site Admin
Posts: 299
Joined: Tue Dec 11, 2007 4:24 pm

Re: MCMC

Post by marek [BayesFusion] » Tue May 16, 2017 7:41 am

I'm afraid SMILE is not open source but you can read about the EPIS-BN algorithm in the following paper:

Yuan, Changhe & Marek J. Druzdzel. An Importance Sampling Algorithm Based on Evidence Pre-propagation. In Proceedings of the Nineteenth Conference on Uncertainty in Artificial Intelligence (UAI-03), Morgan Kaufmann: San Mateo, CA, pages 624-631.

Here is the electronic version:

http://www.pitt.edu/~druzdzel/psfiles/uai03a.pdf

I hope this helps,

Marek

Gary
Posts: 40
Joined: Thu Nov 17, 2016 2:38 am

Re: MCMC

Post by Gary » Tue May 16, 2017 12:30 pm

Thank you so much!

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