  We present a method for learning treewidth-bounded Bayesian networks from
data sets containing thousands of variables. Bounding the treewidth of a
Bayesian greatly reduces the complexity of inferences. Yet, being a global
property of the graph, it considerably increases the difficulty of the learning
process. We propose a novel algorithm for this task, able to scale to large
domains and large treewidths. Our novel approach consistently outperforms the
state of the art on data sets with up to ten thousand variables.
