Stochastic Simulation of Bayesian Belief Networks
Homer Chin, Gregory Cooper
This paper examines Bayesian belief network inference using simulation as a method for computing the posterior probabilities of network variables. Specifically, it examines the use of a method described by Henrion, called logic sampling, and a method described by Pearl, called stochastic simulation. We first review the conditions under which logic sampling is computationally infeasible. Such cases motivated the development of the Pearl's stochastic simulation algorithm. We have found that this stochastic simulation algorithm, when applied to certain networks, leads to much slower than expected convergence to the true posterior probabilities. This behavior is a result of the tendency for local areas in the network to become fixed through many simulation cycles. The time required to obtain significant convergence can be made arbitrarily long by strengthening the probabilistic dependency between nodes. We propose the use of several forms of graph modification, such as graph pruning, arc reversal, and node reduction, in order to convert some networks into formats that are computationally more efficient for simulation.
Keywords: Bayesian Belief Network, Logic Sampling, Stochastic Simulation
PDF Link: /papers/87/p106-chin.pdf
AUTHOR = "Homer Chin
and Gregory Cooper",
TITLE = "Stochastic Simulation of Bayesian Belief Networks",
BOOKTITLE = "Proceedings of the Third Conference Annual Conference on Uncertainty in Artificial Intelligence (UAI-87)",
PUBLISHER = "AUAI Press",
ADDRESS = "Corvallis, Oregon",
YEAR = "1987",
PAGES = "106--113"