-Undirected cycles in Bayesian networks are often treated by using clustering methods. This results in networks with nodes characterized by joint probability densities instead of marginal densities. An efficient representation of these hybrid joint densities is essential especially in nonlinear hybrid networks containing continuous as well as discrete variables. In this article we present a unified representation of continuous, discrete, and hybrid joint densities. This representation is based on Gaussian and Dirac mixtures and allows for analytic evaluation of arbitrary hybrid networks without loosing structural information, even for networks containing clusters. Furthermore we derive update formulae for marginal and joint densities from a system theoretic point of view by treating a Bayesian network as a system of cascaded subsystems. Together with the presented mixture representation of densities this yields an exact analytic updating scheme.

Abstract-In this paper, we present a novel approach to parametric density estimation from given samples. The samples are treated as a parametric density function by means of a Dirac mixture, which allows for applying analytic optimization techniques. The method is based on minimizing a distance measure between the integral of the approximation function and the empirical cumulative distribution function (EDF) of the given samples, where the EDF is represented by the integral of the Dirac mixture. Since this minimization problem cannot be solved directly in general, a progression technique is applied. Increased performance of the approach in comparison to iterative maximum likelihood approaches is shown in simulations.