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/p299-shachter.pdf
AUTHOR = "Ross Shachter
TITLE = "A Linear Approximation Method for Probabilistic Inference",
BOOKTITLE = "Proceedings of the Fourth Conference Annual Conference on Uncertainty in Artificial Intelligence (UAI-88)",
PUBLISHER = "AUAI Press",
ADDRESS = "Corvallis, Oregon",
YEAR = "1988",
PAGES = "299--306"