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Prior Samples

Prior Samples

Context

  • BayesiaLab can take into account Priors when estimating parameters using Maximum Likelihood Estimation.
  • Priors reflect any a priori knowledge of an analyst regarding the domain, in other words, expert knowledge. See also Prior Knowledge for Structural Learning.
  • These priors are expressed with an analyst-specified, initial Bayesian network (structure and parameters), plus analyst-specified Prior Samples.
  • Prior Samples represent the analyst's subjective degree of confidence in the Priors.
P^(X=xiPa=pai)=N(X=xi,Pa=pai)+M0×P0(X=xi,Pa=pai)j(N(X=xj,Pa=pai)+M0×P0(X=xj,Pa=pai))\hat{P}(X = {x_i} | Pa = p{a_i}) = \frac{{N(X = {x_i}, Pa = p{a_i}) + {M_0} \times {P_0}(X = {x_i}, Pa = p{a_i})}}{{\sum_j \left( N(X = {x_j}, Pa = p{a_i}) + {M_0} \times {P_0}(X = {x_j}, Pa = p{a_i}) \right)}}

where

  • is the degree of confidence in the Prior.
  • is the joint probability returned by the prior Bayesian network.
  • BayesiaLab uses these two terms to generate virtual samples that are subsequently combined with the observed samples from the dataset.

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