Inference in Hybrid Bayesian Networks Using Mixtures of Gaussians

@article{Shenoy2006InferenceIH,
  title={Inference in Hybrid Bayesian Networks Using Mixtures of Gaussians},
  author={Prakash P. Shenoy},
  journal={CoRR},
  year={2006},
  volume={abs/1206.6877}
}
The main goal of this paper is to describe a method for exact inference in general hybrid Bayesian networks (BNs) (with a mixture of discrete and continuous chance variables). Our method consists of approximating general hybrid Bayesian networks by a mixture of Gaussians (MoG) BNs. There exists a fast algorithm by Lauritzen-Jensen (LJ) for making exact inferences in MoG Bayesian networks, and there exists a commercial implementation of this algorithm. However, this algorithm can only be used… CONTINUE READING
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