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Parallel Importance Sampling in Conditional Linear Gaussian Networks

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Advances in Artificial Intelligence (CAEPIA 2015)

Abstract

In this paper we analyse the problem of probabilistic inference in CLG networks when evidence comes in streams. In such situations, fast and scalable algorithms, able to provide accurate responses in a short time are required. We consider the instantiation of variational inference and importance sampling, two well known tools for probabilistic inference, to the CLG case. The experimental results over synthetic networks show how a parallel version importance sampling, and more precisely evidence weighting, is a promising scheme, as it is accurate and scales up with respect to available computing resources.

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Acknowledgments

This work was performed as part of the AMIDST project. AMIDST has received funding from the European Union’s Seventh Framework Programme for research, technological development and demonstration under grant agreement no 619209.

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Correspondence to Antonio Salmerón .

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Salmerón, A. et al. (2015). Parallel Importance Sampling in Conditional Linear Gaussian Networks. In: Puerta, J., et al. Advances in Artificial Intelligence. CAEPIA 2015. Lecture Notes in Computer Science(), vol 9422. Springer, Cham. https://doi.org/10.1007/978-3-319-24598-0_4

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  • DOI: https://doi.org/10.1007/978-3-319-24598-0_4

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-24597-3

  • Online ISBN: 978-3-319-24598-0

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