Publications & Technical Reports | |
R145 | ||
Studies in Lower Bounding Probability of Evidence using the Markov Inequality
Vibhav Gogate, Bozhena Bidyuk and Rina Dechter. |
Abstract
Computing the probability of evidence even with
known error bounds is NP-hard. In this paper we
address this hard problem by settling on an easier
problem. We propose an approximation which
provides high confidence lower bounds on probability
of evidence but does not have any guarantees
in terms of relative or absolute error. Our
proposed approximation is a randomized importance
sampling scheme that uses the Markov inequality.
However, a straight-forward application
of the Markov inequality may lead to poor lower
bounds. We therefore propose several heuristic
measures to improve its performance in practice.
Empirical evaluation of our scheme with stateof-
the-art lower bounding schemes reveals the promise of our approach.
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