Empirical Bayes for Dynamic Bayesian Networks Using Generalized Variational Inference

Autor: Kungurtsev, Vyacheslav, Apaar, Khandelwal, Aarya, Rastogi, Parth Sandeep, Chatterjee, Bapi, Mareček, Jakub
Rok vydání: 2024
Předmět:
Druh dokumentu: Working Paper
Popis: In this work, we demonstrate the Empirical Bayes approach to learning a Dynamic Bayesian Network. By starting with several point estimates of structure and weights, we can use a data-driven prior to subsequently obtain a model to quantify uncertainty. This approach uses a recent development of Generalized Variational Inference, and indicates the potential of sampling the uncertainty of a mixture of DAG structures as well as a parameter posterior.
Databáze: arXiv