MCMC

[Gary]

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

[marek [BayesFusion]]

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]

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

[marek [BayesFusion]]

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]

Thank you so much!