Context-Specific Likelihood Weighting

• URL: http://arxiv.org/abs/2101.09791v3
• Date: Sat, 27 Feb 2021 09:46:24 GMT
• Title: Context-Specific Likelihood Weighting
• Authors: Nitesh Kumar and Ond\v{r}ej Ku\v{z}elka
• Abstract summary: We introduce context-specific likelihood weighting (CS-LW) for approximate inference. Unlike the standard likelihood weighting, CS-LW is based on partial assignments of random variables. We empirically show that CS-LW is competitive with state-of-the-art algorithms for approximate inference.
• Score: 0.0
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Sampling is a popular method for approximate inference when exact inference is impractical. Generally, sampling algorithms do not exploit context-specific independence (CSI) properties of probability distributions. We introduce context-specific likelihood weighting (CS-LW), a new sampling methodology, which besides exploiting the classical conditional independence properties, also exploits CSI properties. Unlike the standard likelihood weighting, CS-LW is based on partial assignments of random variables and requires fewer samples for convergence due to the sampling variance reduction. Furthermore, the speed of generating samples increases. Our novel notion of contextual assignments theoretically justifies CS-LW. We empirically show that CS-LW is competitive with state-of-the-art algorithms for approximate inference in the presence of a significant amount of CSIs.

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