Penniless Propagation with Mixtures of Truncated Exponentials

Mixtures of truncated exponential (MTE) networks are a powerful alternative to discretisation when working with hybrid Bayesian networks. One of the features of the MTE model is that standard propagation algorithm can be used. In this paper we propose an approximate propagation algorithm for MTE networks which is based on the Penniless propagation method already known for discrete variables. The performance of the proposed method is analysed in a series of experiments with random networks.

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