Markov Chain Monte Carlo using tree-based priors on model structure
File(s)1301.2254v1.pdf (994.2 KB)
Published version
Author(s)
Angelopoulos, Nicos
Cussens, James
Type
Conference Paper
Abstract
We present a general framework for defining priors on model structure and sampling from the posterior using the Metropolis-Hastings algorithm. The key idea is that structure priors are defined via a probability tree and that the proposal mechanism for the Metropolis-Hastings algorithm operates by traversing
this tree, thereby defining a cheaply computable acceptance probability. We
have applied this approach to Bayesian net structure learning using a number of
priors and tree traversal strategies. Our results show that these must be
chosen appropriately for this approach to be successful.
this tree, thereby defining a cheaply computable acceptance probability. We
have applied this approach to Bayesian net structure learning using a number of
priors and tree traversal strategies. Our results show that these must be
chosen appropriately for this approach to be successful.
Date Issued
2001-08-02
Date Acceptance
2001-06-29
Citation
Proceedings of Seventeenth Conference on Uncertainty in Artificial Intelligence, 2001
ISBN
1-55860-800-1
Journal / Book Title
Proceedings of Seventeenth Conference on Uncertainty in Artificial Intelligence
Copyright Statement
© 2001 The Author(s)
Identifier
http://arxiv.org/abs/1301.2254v1
Source
Seventeenth Conference on Uncertainty in Artificial Intelligence (UAI2001)
Subjects
cs.AI
cs.AI
Notes
Appears in Proceedings of the Seventeenth Conference on Uncertainty in Artificial Intelligence (UAI2001)
Publication Status
Published
Start Date
2001-08-02
Finish Date
2001-08-05
Coverage Spatial
Seatle, WA, USA