English
Related papers

Related papers: Novel Bounds on Marginal Probabilities

200 papers

In this article we present an algorithm to compute bounds on the marginals of a graphical model. For several small clusters of nodes upper and lower bounds on the marginal values are computed independently of the rest of the network. The…

Artificial Intelligence · Computer Science 2011-06-27 B. Kappen , M. Leisink

We present a new method to propagate lower bounds on conditional probability distributions in conventional Bayesian networks. Our method guarantees to provide outer approximations of the exact lower bounds. A key advantage is that we can…

Artificial Intelligence · Computer Science 2012-05-14 Daniel Andrade , Bernhard Sick

A number of problems in statistical physics and computer science can be expressed as the computation of marginal probabilities over a Markov random field. Belief propagation, an iterative message-passing algorithm, computes exactly such…

Machine Learning · Statistics 2012-10-23 Victorin Martin , Jean-Marc Lasgouttes , Cyril Furtlehner

We study two-layer belief networks of binary random variables in which the conditional probabilities Pr[childlparents] depend monotonically on weighted sums of the parents. In large networks where exact probabilistic inference is…

Machine Learning · Computer Science 2013-02-01 Michael Kearns , Lawrence Saul

The DUCK-calculus presented here is a recent approach to cope with probabilistic uncertainty in a sound and efficient way. Uncertain rules with bounds for probabilities and explicit conditional independences can be maintained incrementally.…

Artificial Intelligence · Computer Science 2013-03-25 Helmut Thone , Ulrich Guntzer , Werner Kiessling

Factor graphs are important models for succinctly representing probability distributions in machine learning, coding theory, and statistical physics. Several computational problems, such as computing marginals and partition functions, arise…

Machine Learning · Computer Science 2017-08-09 Damian Straszak , Nisheeth K. Vishnoi

We study the problem of computing the tightest upper and lower bounds on the probability that the sum of $n$ dependent Bernoulli random variables exceeds an integer $k$. Under knowledge of all pairs of bivariate distributions denoted by a…

Optimization and Control · Mathematics 2019-10-16 Divya Padmanabhan , Karthik Natarajan

Probabilities of Causation play a fundamental role in decision making in law, health care and public policy. Nevertheless, their point identification is challenging, requiring strong assumptions such as monotonicity. In the absence of such…

Machine Learning · Statistics 2023-04-06 Numair Sani , Atalanti A. Mastakouri , Dominik Janzing

The belief propagation (BP) algorithm is widely applied to perform approximate inference on arbitrary graphical models, in part due to its excellent empirical properties and performance. However, little is known theoretically about when…

Artificial Intelligence · Computer Science 2012-06-26 Alexander T. Ihler

Worst-case bounds on the expected shortfall risk given only limited information on the distribution of the random variables has been studied extensively in the literature. In this paper, we develop a new worst-case bound on the expected…

Risk Management · Quantitative Finance 2017-02-12 Anulekha Dhara , Bikramjit Das , Karthik Natarajan

We present a series of new and more favorable margin-based learning guarantees that depend on the empirical margin loss of a predictor. We give two types of learning bounds, both distribution-dependent and valid for general families, in…

Machine Learning · Computer Science 2020-10-30 Corinna Cortes , Mehryar Mohri , Ananda Theertha Suresh

A pair of probability distributions over $\{0,1\}^n$ is said to be $(k,\delta)$-wise indistinguishable if all of the size $k$ marginals are within statistical distance at most $\delta$. Previous works introduced this concept and study when…

Computational Complexity · Computer Science 2026-05-14 Christopher Williamson

We study a general framework of distributional computational graphs: computational graphs whose inputs are probability distributions rather than point values. We analyze the discretization error that arises when these graphs are evaluated…

Machine Learning · Statistics 2026-02-13 Olof Hallqvist Elias , Michael Selby , Phillip Stanley-Marbell

We introduce novel belief propagation algorithms to estimate the marginals of a high dimensional probability distribution. They involve natural (co)homological constructions relevant for a localised description of statistical systems.

Algebraic Topology · Mathematics 2021-07-27 Olivier Peltre

Recent research has made significant progress on the problem of bounding log partition functions for exponential family graphical models. Such bounds have associated dual parameters that are often used as heuristic estimates of the marginal…

Machine Learning · Computer Science 2012-07-19 Pradeep Ravikumar , John Lafferty

Computing the partition function and the marginals of a global probability distribution are two important issues in any probabilistic inference problem. In a previous work, we presented sub-tree based upper and lower bounds on the partition…

Applications · Statistics 2011-03-03 Mehdi Molkaraie , Payam Pakzad

A graphical model is a structured representation of locally dependent random variables. A traditional method to reason over these random variables is to perform inference using belief propagation. When provided with the true data generating…

Machine Learning · Computer Science 2021-03-17 Victor Garcia Satorras , Max Welling

We introduce methods to bound the mean of a discrete distribution (or finite population) based on sample data, for random variables with a known set of possible values. In particular, the methods can be applied to categorical data with…

Statistics Theory · Mathematics 2021-11-16 Eric Bax , Frédéric Ouimet

In this paper, we study the risk bounds for samples independently drawn from an infinitely divisible (ID) distribution. In particular, based on a martingale method, we develop two deviation inequalities for a sequence of random variables of…

Machine Learning · Statistics 2012-02-20 Chao Zhang , Dacheng Tao

For the basic maximum likelihood estimating function of the two parameters Weibull distribution, a simple proof on its global monotonicity is given to ensure the existence and uniqueness of its solution. The boundary of the function's…

Methodology · Statistics 2009-10-04 DeTao Mao , Wenyuan Li
‹ Prev 1 2 3 10 Next ›