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AND/OR Importance Sampling

Year: 2012
Type: preprint
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.
Language: English
Open Access status: green
OpenAlex ID: W1530037491
Cites: 14
Cited by: 8
Related to: 10