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The previous numerical approaches produced algorithms that converge
to optimizers of the posterior distribution, without guarantees about
global optimality. In this subsection we sketch an approach to obtain
convergence to the global minimum of the posterior distribution. Empirical
tests are due to study the practical applicability of this approach.
Lavine's bracketing algorithm is a method to obtain the posterior
quantity p(xq = a) =
min( p(xq = a, e)/p(e) ).
The idea is to settle for deciding whether or not
p(xq = a) is
larger than a given value k. When we obtain this result, we can construct
an algorithm by bracketing the interval [0,1] with k. This
algorithm is convergent and improves monotonically.
Notice that p(xq = a) = min( p(xq = a, e)/p(e) )
is larger than k if and only if
min( p(xq = a, e) - k p(e) ) is larger than zero.
The point of Lavine's algorithm is that minimization of the latter
quantity may be simpler than minimization of the former, since
there are no ratios involved. This is in fact true for type-1 combinations
in Quasi-Bayesian networks. Consider the expression that must be minimized:
sumx is in (xq, e)
prodi pie -
k sumx is in e prodi pie.
This expression is a summation of polynomial terms with arbitrary
coefficients subject to linear constraints. This type of problem is
termed a signomial program, for which there are algorithms that
can determine the global minimum [2]. The combination of
Lavine's algorithm and signomial programming leads to an algorithm
that surely converges to the correct lower bound of the posterior
distribution.
© Fabio Cozman[Send Mail?]
Fri May 30 15:55:18 EDT 1997