Stable local computation with conditional Gaussian distributions

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Stable local computation with conditional Gaussian distributions. / Lauritzen, Steffen L.; Jensen, F.

I: Statistics and Computing, Bind 11, Nr. 2, 2001, s. 191-203.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Lauritzen, SL & Jensen, F 2001, 'Stable local computation with conditional Gaussian distributions', Statistics and Computing, bind 11, nr. 2, s. 191-203. https://doi.org/10.1023/A:1008935617754

APA

Lauritzen, S. L., & Jensen, F. (2001). Stable local computation with conditional Gaussian distributions. Statistics and Computing, 11(2), 191-203. https://doi.org/10.1023/A:1008935617754

Vancouver

Lauritzen SL, Jensen F. Stable local computation with conditional Gaussian distributions. Statistics and Computing. 2001;11(2):191-203. https://doi.org/10.1023/A:1008935617754

Author

Lauritzen, Steffen L. ; Jensen, F. / Stable local computation with conditional Gaussian distributions. I: Statistics and Computing. 2001 ; Bind 11, Nr. 2. s. 191-203.

Bibtex

@article{3cc22fbc41264c07bd90f51c6059d1bc,
title = "Stable local computation with conditional Gaussian distributions",
abstract = "This article describes a propagation scheme for Bayesian networks with conditional Gaussian distributions that does not have the numerical weaknesses of the scheme derived in Lauritzen (Journal of the American Statistical Association 87: 1098–1108, 1992).The propagation architecture is that of Lauritzen and Spiegelhalter (Journal of the Royal Statistical Society, Series B 50: 157– 224, 1988).In addition to the means and variances provided by the previous algorithm, the new propagation scheme yields full local marginal distributions. The new scheme also handles linear deterministic relationships between continuous variables in the network specification.The computations involved in the new propagation scheme are simpler than those in the previous scheme and the method has been implemented in the most recent version of the HUGIN software.",
author = "Lauritzen, {Steffen L.} and F Jensen",
year = "2001",
doi = "10.1023/A:1008935617754",
language = "English",
volume = "11",
pages = "191--203",
journal = "Statistics and Computing",
issn = "0960-3174",
publisher = "Springer",
number = "2",

}

RIS

TY - JOUR

T1 - Stable local computation with conditional Gaussian distributions

AU - Lauritzen, Steffen L.

AU - Jensen, F

PY - 2001

Y1 - 2001

N2 - This article describes a propagation scheme for Bayesian networks with conditional Gaussian distributions that does not have the numerical weaknesses of the scheme derived in Lauritzen (Journal of the American Statistical Association 87: 1098–1108, 1992).The propagation architecture is that of Lauritzen and Spiegelhalter (Journal of the Royal Statistical Society, Series B 50: 157– 224, 1988).In addition to the means and variances provided by the previous algorithm, the new propagation scheme yields full local marginal distributions. The new scheme also handles linear deterministic relationships between continuous variables in the network specification.The computations involved in the new propagation scheme are simpler than those in the previous scheme and the method has been implemented in the most recent version of the HUGIN software.

AB - This article describes a propagation scheme for Bayesian networks with conditional Gaussian distributions that does not have the numerical weaknesses of the scheme derived in Lauritzen (Journal of the American Statistical Association 87: 1098–1108, 1992).The propagation architecture is that of Lauritzen and Spiegelhalter (Journal of the Royal Statistical Society, Series B 50: 157– 224, 1988).In addition to the means and variances provided by the previous algorithm, the new propagation scheme yields full local marginal distributions. The new scheme also handles linear deterministic relationships between continuous variables in the network specification.The computations involved in the new propagation scheme are simpler than those in the previous scheme and the method has been implemented in the most recent version of the HUGIN software.

U2 - 10.1023/A:1008935617754

DO - 10.1023/A:1008935617754

M3 - Journal article

VL - 11

SP - 191

EP - 203

JO - Statistics and Computing

JF - Statistics and Computing

SN - 0960-3174

IS - 2

ER -

ID: 127876077