Maximum a posteriori estimation by search in probabilistic programs

We introduce an approximate search algorithm for fast maximum a posteriori probability estimation in probabilistic programs, which we call Bayesian ascent Monte Carlo (BaMC). Probabilistic programs represent probabilistic models with varying number of mutually dependent finite, countable, and contin...

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التفاصيل البيبلوغرافية
المؤلفون الرئيسيون: Tolpin, D, Wood, F
التنسيق: Conference item
منشور في: AAAI Publications 2015
الوصف
الملخص:We introduce an approximate search algorithm for fast maximum a posteriori probability estimation in probabilistic programs, which we call Bayesian ascent Monte Carlo (BaMC). Probabilistic programs represent probabilistic models with varying number of mutually dependent finite, countable, and continuous random variables. BaMC is an anytime MAP search algorithm applicable to any combination of random variables and dependencies. We compare BaMC to other MAP estimation algorithms and show that BaMC is faster and more robust on a range of probabilistic models.