Semiparametric Bayesian networks

نویسندگان

چکیده

We introduce semiparametric Bayesian networks that combine parametric and nonparametric conditional probability distributions. Their aim is to incorporate the advantages of both components: bounded complexity models flexibility ones. demonstrate generalize two well-known types networks: Gaussian kernel density estimation networks. For this purpose, we consider different distributions required in a network. In addition, present modifications algorithms (greedy hill-climbing PC) learn structure network from data. To realize this, employ score function based on cross-validation. using validation dataset, apply an early-stopping criterion avoid overfitting. evaluate applicability proposed algorithm, conduct exhaustive experiment synthetic data sampled by mixing linear nonlinear functions, multivariate normal networks, real UCI repository, bearings degradation As result experiment, conclude algorithm accurately learns combination components, while achieving performance comparable with those provided state-of-the-art methods.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Bayesian Semiparametric GARCH Models

This paper aims to investigate a Bayesian sampling approach to parameter estimation in the semiparametric GARCH model with an unknown conditional error density, which we approximate by a mixture of Gaussian densities centered at individual errors and scaled by a common standard deviation. This mixture density has the form of a kernel density estimator of the errors with its bandwidth being the ...

متن کامل

Bayesian semiparametric multiple shrinkage.

High-dimensional and highly correlated data leading to non- or weakly identified effects are commonplace. Maximum likelihood will typically fail in such situations and a variety of shrinkage methods have been proposed. Standard techniques, such as ridge regression or the lasso, shrink estimates toward zero, with some approaches allowing coefficients to be selected out of the model by achieving ...

متن کامل

Bayesian semiparametric additive quantile regression

Quantile regression provides a convenient framework for analyzing the impact of covariates on the complete conditional distribution of a response variable instead of only the mean. While frequentist treatments of quantile regression are typically completely nonparametric, a Bayesian formulation relies on assuming the asymmetric Laplace distribution as auxiliary error distribution that yields po...

متن کامل

Bayesian semiparametric Wiener system identification

We present a novel method for Wiener system identification. The method relies on a semiparametric, i.e. a mixed parametric/nonparametric, model of a Wiener system. We use a state-space model for the linear dynamical system and a nonparametric Gaussian process model for the static nonlinearity. We avoid making strong assumptions, such as monotonicity, on the nonlinear mapping. Stochastic disturb...

متن کامل

Semiparametric Bayesian measurement error modeling

This work introduces a Bayesian semi-parametric approach for dealing with regression models where the covariate is measured with error. The main advantage of this extended Bayesian approach is the possibility of considering generalizations of the elliptical family of models by using Dirichlet process priors in the dependent and independent situations. Conditional posterior distributions are imp...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Information Sciences

سال: 2022

ISSN: ['0020-0255', '1872-6291']

DOI: https://doi.org/10.1016/j.ins.2021.10.074