Reference: Chavez, R. M. & Cooper, G. F. A Randomized Approximation Algorithm for Probabilistic Inference on Bayesian Belief Networks. Working Paper, October, 1989.
Abstract: Researchers in decision anlysis and artificial intelligence (AI) have used Bayesian belief networks to build probabilistic expert systems. Using standard methods drawn from the theory of computational complexity, workers in the field have shown that the problem of probabilistic inference in belief networks is difficult and almost certainly intractable. We have developed a randomized approximation scheme, BN-RAS, for doing probabilistic inference in belief networks. The algorithm can, in many circumstances, perform efficient approximate inference in large and richly interconnected models. Unlike previously described stochastic algorithms for probabilistic inference, the randomized approximation scheme (ras) computes a priori bounds on running time by analyzing the structure and contents of the belief network. In this article, we describe BN-RAS precisely and analyze its performance mathematically.