Bayesian Network Structure Inference with an Hierarchical Bayesian Model
Bayesian Networks (BNs) are applied to a wide range of applications. In the past few years great interest is dedicated to the problem of inferring the structure of BNs solely from the data. In this work we explore a probabilistic method which enables the inclusion of extra knowledge in the inference of BNs. We briefly present the theory of BNs and introduce our probabilistic model. We also present the method of Markov Chain Monte Carlo (MCMC) which is used to sample network structures and hyper-parameters of our probabilistic model. Finally we present and discuss the results focusing on aspects related with the accuracy of the reconstructed networks and how the proposed method behaves when provided with sources of knowledge of different quality.
KeywordsBayesian Networks Bayesian Hierarchical Model MCMC
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