Estimating mixtures of truncated exponentials in hybrid bayesian networks

The MTE (Mixture of Truncated Exponentials) model allows to deal with Bayesian networks containing discrete and continuous variables simultaneously. This model offers an alternative to discretisation, since standard algorithms to compute the posterior probabilities in the network, in principle designed for discrete variables, can be directly applied over MTE models. In this paper, we study the problem of estimating these models from data. We propose an iterative algorithm based on least squares approximation. The performance of the algorithm is tested both with artificial and actual data