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Probabilistic Methods for Financial and Marketing Informatics by Xia Jiang, Richard E. Neapolitan

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Chapter 4

Learning Bayesian Networks

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Up until the early 1990s the DAG in a Bayesian network was ordinarily hand-constructed by a domain expert. Then the conditional probabilities were assessed by the expert, learned from data, or obtained using a combination of both techniques. Eliciting Bayesian networks from experts can be a laborious and difficult process in the case of large networks. As a result, researchers developed methods that could learn the DAG from data. Furthermore, they formalized methods for learning the conditional probabilities from data. We discuss these methods next. In a Bayesian network the DAG is called the structure ...

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