AbstractWe show how to find a small loop cutset in a Bayesian network. Finding such a loop cutset is the first step in the method of conditioning for inference. Our algorithm for finding a loop cutset, called MGA, finds a loop cutset which is guaranteed in the worst case to contain less than twice the number of variables contained in a minimum loop cutset. The algorithm is based on a reduction to the weighted vertex feedback set problem and a 2-approximation of the latter problem. The complexity of MGA is O(m + nlogn) where m and n are the number of edges and vertices respectively. A greedy algorithm, called GA, for the weighted vertex feedback set problem is also analyzed and bounds on its performance are given. We test MGA on randomly gen...