Graphical Model

A graphical model or probabilistic graphical model (PGM) or structured probabilistic model is a probabilistic model for which a graph expresses the conditional dependence structure between random variables. They are commonly used in probability theory, statistics--particularly Bayesian statistics--and machine learning.

An example of a graphical model.
An example of a graphical model. Each arrow indicates a dependency. In this example: D depends on A, D depends on B, D depends on C, C depends on B, and C depends on D.

Types of graphical models

Generally, probabilistic graphical models use a graph-based representation as the foundation for encoding a distribution over a multi-dimensional space and a graph that is a compact or factorized representation of a set of independences that hold in the specific distribution. Two branches of graphical representations of distributions are commonly used, namely, Bayesian networks and Markov random fields. Both families encompass the properties of factorization and independences, but they differ in the set of independences they can encode and the factorization of the distribution that they induce.[1]

Bayesian network

If the network structure of the model is a directed acyclic graph, the model represents a factorization of the joint probability of all random variables. More precisely, if the events are then the joint probability satisfies

where is the set of parents of node . In other words, the joint distribution factors into a product of conditional distributions. For example, the graphical model in the Figure shown above (which is actually not a directed acyclic graph, but an ancestral graph) consists of the random variables with a joint probability density that factors as

Any two nodes are conditionally independent given the values of their parents. In general, any two sets of nodes are conditionally independent given a third set if a criterion called d-separation holds in the graph. Local independences and global independences are equivalent in Bayesian networks.

This type of graphical model is known as a directed graphical model, Bayesian network, or belief network. Classic machine learning models like hidden Markov models, neural networks and newer models such as variable-order Markov models can be considered special cases of Bayesian networks.

Markov random field

A Markov random field, also known as a Markov network, is a model over an undirected graph. A graphical model with many repeated subunits can be represented with plate notation.

Other types

Applications

The framework of the models, which provides algorithms for discovering and analyzing structure in complex distributions to describe them succinctly and extract the unstructured information, allows them to be constructed and utilized effectively.[1] Applications of graphical models include causal inference, information extraction, speech recognition, computer vision, decoding of low-density parity-check codes, modeling of gene regulatory networks, gene finding and diagnosis of diseases, and graphical models for protein structure.

See also

Notes

  1. ^ a b Koller, D.; Friedman, N. (2009). Probabilistic Graphical Models. Massachusetts: MIT Press. p. 1208. ISBN 0-262-01319-3.
  2. ^ Frydenberg, Morten (1990). "The Chain Graph Markov Property". Scandinavian Journal of Statistics. 17 (4): 333-353. JSTOR 4616181. MR 1096723.
  3. ^ Richardson, Thomas; Spirtes, Peter (2002). "Ancestral graph Markov models". Annals of Statistics. 30 (4): 962-1030. CiteSeerX 10.1.1.33.4906. doi:10.1214/aos/1031689015. MR 1926166. Zbl 1033.60008.

Further reading

Books and book chapters

  • Barber, David (2012). Bayesian Reasoning and Machine Learning. Cambridge University Press. ISBN 978-0-521-51814-7.

Journal articles

Other

External links


  This article uses material from the Wikipedia page available here. It is released under the Creative Commons Attribution-Share-Alike License 3.0.

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