Blocking Gibbs Sampling in Very Large Probabilistic Expert Systems D Blocking Gibbs Sampling in Very Large Probabilistic Expert Systems
نویسنده
چکیده
We introduce a methodology for performing approximate computations in very complex probabilistic systems (e.g. huge pedigrees). Our approach, called blocking Gibbs, combines exact local computations with Gibbs sampling in a way that complements the strengths of both. The methodology is illustrated on a real-world problem involving a heavily inbred pedigree containing 20;000 individuals. We present results showing that blocking-Gibbs sampling converges much faster than plain Gibbs sampling for very complex problems.
منابع مشابه
Blocking Gibbs sampling in very large probabilistic expert systems
We introduce a methodology for performing approximate computations in very complex probabilistic systems (e.g. huge pedigrees). Our approach, called blocking Gibbs, combines exact local computations with Gibbs sampling in a way that complements the strengths of both. The methodology is illustrated on a real-world problem involving a heavily inbred pedigree containing 20;000 individuals. We pres...
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