Re: [UAI] mixed variables

From: Bob Welch (bwelch@gensym.com)
Date: Sat Apr 08 2000 - 08:25:54 PDT

  • Next message: Bob Welch: "Re: [UAI] mixed variables"

    > > Is there any algorithms of Bayesian Network to work directly on the
    > > mixture of continuous and categorical variables?

    > I suspect that you have already discovered the work by Lauritzen on mixed
    > models, which is implemented in Hugin. (See, e.g., Kristian
    > G. Olesen. "Causal Probabilistic Networks with Both Discrete and
    > Continuous Variables." _IEEE Transactions on PAMI_, 15, 3 (Match 1993),
    > 275-279.) There is some related ongoing work at Aalborg university, so
    > you may want to contact Kristian directly: kgo@cs.auc.dk. (Sorry,
    > Kristian! :-)

    In their book, Probabilistic Networks and Expert Systems, R. Cowell, A. P.
    Dawid, S. Lauritzen and D. Spiegelhalter discuss the numerical instability
    of the Lauritzen's algorithm for the conditional gaussian or mixture
    networks. A revised algorithm is discussed in a recent paper by Steffan
    Lauritzen and Frank Jensen, "Stable Local Computation with Conditional
    Gaussian Distributions, research report R-99-2014, Dept of Math Sciences,
    Aalborg University.

    Bob Welch



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