New PDF release: Bayesian Networks: An Introduction

By Timo Koski

ISBN-10: 0470743042

ISBN-13: 9780470743041

Bayesian Networks: An Introduction offers a self-contained creation to the speculation and purposes of Bayesian networks, a subject matter of curiosity and significance for statisticians, machine scientists and people enthusiastic about modelling complicated facts units. the cloth has been greatly demonstrated in school room educating and assumes a simple wisdom of likelihood, facts and arithmetic. All notions are conscientiously defined and have workouts throughout.

Features include:

  • An advent to Dirichlet Distribution, Exponential households and their applications.
  • A distinct description of studying algorithms and Conditional Gaussian Distributions utilizing Junction Tree methods.
  • A dialogue of Pearl's intervention calculus, with an creation to the idea of see and do conditioning.
  • All strategies are sincerely outlined and illustrated with examples and workouts. ideas are supplied online.

This booklet will turn out a priceless source for postgraduate scholars of information, machine engineering, arithmetic, information mining, man made intelligence, and biology.

Researchers and clients of similar modelling or statistical thoughts equivalent to neural networks also will locate this publication of curiosity.

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Additional info for Bayesian Networks: An Introduction

Sample text

Consider the case where the parameter space consists of just two values, (θ0 , θ1 ). Dropping subscripts where they are clearly implied, Bayes’ rule for data x gives π(θ0 |x) = p(x|θ0 )π(θ0 ) p(x) π(θ1 |x) = p(x|θ1 )π(θ1 ) . p(x) and It follows that π(θ0 |x) p(x|θ0 )π(θ0 ) = . 15) The likelihood ratiofor two different parameter values is the ratio of the likelihood functions for these parameter values; denoting the likelihood ratio by LR, LR(θ0 , θ1 ; x) = p(x|θ0 ) . p(x|θ1 ) The prior odds ratio is simply the ratio π(θ0 )/π(θ1 ) and the posterior odds ratio is simply the ratio π(θ0 |x)/π(θ1 |x).

Xn = s}) = s+1 . n+2 14. Let V = (V1 , . . , VK ) be a continuous random vector, with V ∼ Dir (a1 , . . , aK ) , and set Ui = Vi xi−1 K i=1 Vi xi−1 , , i = 1, . . , K, where x = (x1 , . . , xK ) is a vector of positive real numbers; that is, xi > 0 for each i = 1, . . , K. Show that U = (U1 , . . , UK ) has density function k i=1 ai K i=1 (ai ) K a −1 ui i i=1 K i=1 ai 1 K i=1 K a ui xi xi i . i=1 This density is denoted U ∼ S a, x . L. Savage [46]. Note that the Dirichlet density is obtained as a special case when xi = c for i = 1, .

26) The odds ration will play an important role in Chapter 7, which considers sensitivity analysis. Next, the weight of evidence E in favour of an event A given B, denoted by W (A : E | B), is defined as W (A : E | B) = log Op (A | B ∩ E) . 27) p (E | A ∩ B) . 28) Show that if p(E ∩ Ac ∩ B) > 0, then W (A : E | B) = log 4. On a generalized odds and the weight of evidence Let p denote a probability distribution over a space X and let H1 ⊆ X, H2 ⊆ X, G ⊆ X and E ⊆ X. The odds of H1 compared to H2 given G, denoted by Op (H1 /H2 | G), is defined as Op (H1 /H2 | G) = p (H1 | G) .

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Bayesian Networks: An Introduction by Timo Koski

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