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Publications & Technical Reports
Cutset Sampling for Bayesian Networks
Bozhena Bidyuk and Rina Dechter
The paper presents a new sampling methodology for Bayesian networks that samples only a subset of variables and applies exact inference to the rest. Cutset sampling is a network structure-exploiting application of the Rao-Blackwellisation principle to sampling in Bayesian networks. It improves convergence by exploiting memory-based inference al- gorithms. It can also be viewed as an anytime approximation of exact cutset-conditioning algorithm (Pearl, 1988). Cutset sampling can be implemented efficiently when the sampled variables constitute a loop-cutset of the Bayesian network and, more generally, when the induced width of the network’s graph conditioned on the observed sampled variables is bounded by a constant w. We demonstrate empirically the benefit of this scheme on a range of benchmarks.