Stochastic Simulation of Bayesian Belief Networks
  This paper examines Bayesian belief network inference using simulation as a
method for computing the posterior probabilities of network variables.
Specifically, it examines the use of a method described by Henrion, called
logic sampling, and a method described by Pearl, called stochastic simulation.
We first review the conditions under which logic sampling is computationally
infeasible. Such cases motivated the development of the Pearl's stochastic
simulation algorithm. We have found that this stochastic simulation algorithm,
when applied to certain networks, leads to much slower than expected
convergence to the true posterior probabilities. This behavior is a result of
the tendency for local areas in the network to become fixed through many
simulation cycles. The time required to obtain significant convergence can be
made arbitrarily long by strengthening the probabilistic dependency between
nodes. We propose the use of several forms of graph modification, such as graph
pruning, arc reversal, and node reduction, in order to convert some networks
into formats that are computationally more efficient for simulation.
