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Maximum a posteriori estimation by search in probabilistic programs

Abstract:
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.
Publication status:
Published
Peer review status:
Peer reviewed

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Institution:
University of Oxford
Division:
Societies, Other & Subsidiary Companies
Department:
Kellogg College
Oxford college:
Kellogg College
Role:
Author


Publisher:
AAAI Publications
Host title:
Proceedings of the Eighth International Symposium on Combinatorial Search
Journal:
Proceedings of the Eighth International Symposium on Combinatorial Search More from this journal
Pages:
201-205
Publication date:
2015-01-01
Event location:
Ein Gedi, Israel


Keywords:
Pubs id:
pubs:687019
UUID:
uuid:554a0b51-9184-4396-9a48-819eee390c21
Local pid:
pubs:687019
Source identifiers:
687019
Deposit date:
2017-03-24

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