Part of Advances in Neural Information Processing Systems 19 (NIPS 2006)
Sridevi Parise, Max Welling
Scoring structures of undirected graphical models by means of evaluating the marginal likelihood is very hard. The main reason is the presence of the parti- tion function which is intractable to evaluate, let alone integrate over. We propose to approximate the marginal likelihood by employing two levels of approximation: we assume normality of the posterior (the Laplace approximation) and approxi- mate all remaining intractable quantities using belief propagation and the linear response approximation. This results in a fast procedure for model scoring. Em- pirically, we ﬁnd that our procedure has about two orders of magnitude better accuracy than standard BIC methods for small datasets, but deteriorates when the size of the dataset grows.