BUAK-AIS: Efficient Bayesian Updating with Active learning Kriging-based Adaptive Importance Sampling

AIS-BN: An Adaptive Importance Sampling Algorithm for Evidential Reasoning in Large Bayesian Networks

Stochastic sampling algorithms, while an attractive alternative to exact algorithms in very large Bayesian network models, have been observed to perform poorly in evidential reasoning with extremely unlikely evidence. To address this problem, we propose an adaptive importance sampling algorithm, AIS-BN, that shows promising convergence rates even under extreme conditions and seems to outperform...

Efficient Nonparametric Importance Sampling for Bayesian Inference

An improved adaptive kriging-based importance technique for sampling multiple failure regions of low probability

The estimation of system failure probabilities may be a difficult task when the values involved are very small, so that sampling-based Monte Carlo methods may become computationally impractical, especially if the computer codes used to model the system response require large computational efforts, both in terms of time and memory. This paper proposes a modification of an algorithm proposed in l...

Adaptive Informative Sampling for Active Learning

Many approaches to active learning involve periodically training one classifier and choosing data points with the lowest confidence. An alternative approach is to periodically choose data instances that maximize disagreement among the label predictions across an ensemble of classifiers. Many classifiers with different underlying structures could fit this framework, but some ensembles are more s...

Importance Sampling for Bayesian

Bayesian networks (BNs) offer a compact, intuitive, and efficient graphical representation of uncertain relationships among the variables in a domain and have proven their value in many disciplines over the last two decades. However, two challenges become increasingly critical in practical applications of Bayesian networks. First, real models are reaching the size of hundreds or even thousands ...