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arXiv · 1206.3232

AND/OR Importance Sampling

Vibhav Gogate·Rina Dechter
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Abstract

The paper introduces AND/OR importance sampling for probabilistic graphical models. In contrast to importance sampling, AND/OR importance sampling caches samples in the AND/OR space and then extracts a new sample mean from the stored samples. We prove that AND/OR importance sampling may have lower variance than importance sampling; thereby providing a theoretical justification for preferring it over importance sampling. Our empirical evaluation demonstrates that AND/OR importance sampling is far more accurate than importance sampling in many cases.

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Vibhav Gogate, Rina Dechter. 2012-06-13. AND/OR Importance Sampling. https://arxiv.org/abs/1206.3232

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