Posterior Probability Calculations

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Posterior Probability Calculations

Post by pradhanojas »


How are the posterior probabilities calculated in the SMILE engine? Is the inference considered to be a Kalman filter or a Particle filter? I would like to use dynamic BNs for future predictions and wanted to know how I could do that using the DBN structure created using the SMILE engine. Any help would be highly appreciated.
marek [BayesFusion]
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Re: Posterior Probability Calculations

Post by marek [BayesFusion] »

SMILE unrolls a DBN and treats it as a static BN in which each of the time steps is represented explicitly. In this sense, given observations of any variables in any time steps, it calculates the conditional posterior probability distribution over the remaining variables. I believe that this procedure is more general than Kalman filter (used for linear or linearized processes) and particle filter, which are Monte Carlo algorithms. SMILE bases its solution on whatever algorithm you select as the default algorithm and that includes the (exact!) clustering algorithm.
I hope this helps.

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