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Matrix-based Bayesian Network for efficient memory storage and flexible inference

机译:基于矩阵的贝叶斯网络可实现高效的内存存储和灵活的推理

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摘要

For real-world civil infrastructure systems that consist of a large number of functionally and statistically dependent components, such as transportation systems or water distribution networks, the Bayesian Network (BN) can be a powerful tool for probabilistic inference. In a BN, the statistical relationship between multiple random variables (r.v.'s) is modeled through a directed acyclic graph. The complexity of inference in the BN depends not only on the number of r.v.'s, but also the graphical structure. As a consequence, the application of standard BN techniques may become infeasible even with a moderate number of r.v.'s as the size of an event set exponentially increases with the number of r.v.'s. Moreover, when the exhaustive set that is required for full quantification of a discrete BN node becomes intractably large, only approximate inference algorithms are feasible, which do not require the full (explicit) description of all BN nodes. We address both issues in discrete BNs by proposing a matrix-based Bayesian Network (MBN) that facilitates efficient modeling of joint probability mass functions and flexible inference. The MBN is developed for exact as well as approximate BN inference. The efficiency and applicability of the MBN are demonstrated by numerical examples. The supporting source code and data are available for download at https://github.com/jieunbyun/GitHub-MBN-code.
机译:对于包含大量功能和统计相关组件的现实世界民用基础设施系统,例如运输系统或配水网络,贝叶斯网络(BN)可能是进行概率推断的强大工具。在BN中,多个随机变量(r.v.)之间的统计关系通过有向无环图建模。 BN中推理的复杂性不仅取决于r.v.的数量,还取决于图形结构。结果,由于事件集的大小随r.v.的数量呈指数增加,因此即使具有中等数量的r.v.的应用,标准BN技术的应用也可能变得不可行。此外,当对离散BN节点进行完全量化所需的穷举集变得非常大时,仅近似推断算法是可行的,而无需所有BN节点的完整(显式)描述。我们通过提出一个基于矩阵的贝叶斯网络(MBN)来解决离散BN中的两个问题,该网络有助于对联合概率质量函数和灵活推理进行有效建模。 MBN是为精确和近似BN推断而开发的。通过数值实例证明了MBN的效率和适用性。支持的源代码和数据可从https://github.com/jieunbyun/GitHub-MBN-code下载。

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