A Linear Approximation Method for Probabilistic Inference
An approximation method is presented for probabilistic inference with continuous random variables. These problems can arise in many practical problems, in particular where there are "second order" probabilities. The approximation, based on the Gaussian influence diagram, iterates over linear approximations to the inference problem.
PDF Link: /papers/88/p93-shachter.pdf
AUTHOR = "Ross Shachter
TITLE = "A Linear Approximation Method for Probabilistic Inference",
BOOKTITLE = "Uncertainty in Artificial Intelligence 4 Annual Conference on Uncertainty in Artificial Intelligence (UAI-88)",
PUBLISHER = "Elsevier Science",
ADDRESS = "Amsterdam, NL",
YEAR = "1988",
PAGES = "93--103"