|Publications & Technical Reports|
Studies in Lower Bounding Probability of Evidence using the Markov InequalityVibhav Gogate, Bozhena Bidyuk and Rina Dechter.
Computing the probability of evidence even with known error bounds is NP-hard. In this paper we address this hard problem by settling on an easier problem. We propose an approximation which provides high confidence lower bounds on probability of evidence but does not have any guarantees in terms of relative or absolute error. Our proposed approximation is a randomized importance sampling scheme that uses the Markov inequality. However, a straight-forward application of the Markov inequality may lead to poor lower bounds. We therefore propose several heuristic measures to improve its performance in practice. Empirical evaluation of our scheme with stateof- the-art lower bounding schemes reveals the promise of our approach.