Local Propagation in Conditional Gaussian Bayesian Networks

Abstract

This paper describes a scheme for local computation in conditional Gaussian Bayesian networks that combines the approach of Lauritzen and Jensen (2001) with some elements of Shachter and Kenley (1989). Message passing takes place on an elimination tree structure rather than the more compact (and usual) junction tree of cliques. This yields a local computation scheme in which all calculations involving the continuous variables are performed by manipulating univariate regressions, and hence matrix operations are avoided.