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Bounds on marginal probability distributions
We propose a novel bound on single-variable marginal probability distributions in factor graphs with discrete variables. The bound is obtained by propagating local bounds (convex sets of probability distributions) over a subtree of the factor graph, rooted in the variable of interest. By construction, the method not only bounds the exact marginal probability distribution of a variable, but also its approximate Belief Propagation marginal ("belief"). Thus, apart from providing a practical means to calculate bounds on marginals, our contribution also lies in providing a better understanding of the error made by Belief Propagation. We show that our bound outperforms the state-of-the-art on some inference problems arising in medical diagnosis.
@inproceedings{5407, title = {Bounds on marginal probability distributions}, journal = {Advances in neural information processing systems 21 : 22nd Annual Conference on Neural Information Processing Systems 2008}, booktitle = {Advances in neural information processing systems 21}, abstract = {We propose a novel bound on single-variable marginal probability distributions in factor graphs with discrete variables. The bound is obtained by propagating local bounds (convex sets of probability distributions) over a subtree of the factor graph, rooted in the variable of interest. By construction, the method not only bounds the exact marginal probability distribution of a variable, but also its approximate Belief Propagation marginal ("belief"). Thus, apart from providing a practical means to calculate bounds on marginals, our contribution also lies in providing a better understanding of the error made by Belief Propagation. We show that our bound outperforms the state-of-the-art on some inference problems arising in medical diagnosis.}, pages = {1105-1112}, editors = {Koller, D. , D. Schuurmans, Y. Bengio, L. Bottou}, publisher = {Curran}, organization = {Max-Planck-Gesellschaft}, school = {Biologische Kybernetik}, address = {Red Hook, NY, USA}, month = jun, year = {2009}, slug = {5407}, author = {Mooij, JM. and Kappen, B.}, month_numeric = {6} }