A graphical model that represents the probabilistic relationships among a set of random variables. Uses a directed acyclic graph.
Provides a compact and intuitive representation of joint probability distributions using conditional independence and causal structure.
Represents a random variable.
Each node has a local CPD.
The overall joint probability of all variables is:
Directed links. A link from node to node means that has a direct influence on .
Local Conditional Probability Distribution
Section titled “Local Conditional Probability Distribution”Aka. CPD. A function defining the probability of a variable given its parents.
For a node with parents , the CPD is:
Specifies the relationship between a node and its parent nodes. Can be continuous or discrete. For discrete variables: represented using conditional probability table (CPT).
A CPT for a boolean variable with boolean parents has entries.
Joint Probability Distribution
Section titled “Joint Probability Distribution”Aka. JPD. The full joint probability for all variables in the network is the product of local conditional probabilities:
Example:
Here:
- is used because has no parents.
- because depends on both and .
- because depend only on .
This decomposition avoids the need to represent all combinations explicitly.
Inference
Section titled “Inference”The goal is computing probabilities of interest given evidence.
By Enumeration
Section titled “By Enumeration”where is a normalization constant ensuring probabilities sum to 1.
This method sums over hidden (unobserved) variables to find the posterior probability.
Conditional Independence
Section titled “Conditional Independence”Patterns
Section titled “Patterns”| Relationship Type | Structure | Independence Property |
|---|---|---|
| Common cause | and independent given | |
| Common effect | and dependent given | |
| Causal chain | and independent given |
Structure
Section titled “Structure”- Children are conditionally independent of ancestors given parents.
- Siblings are conditionally independent given their common parent.
- Parents are generally not conditionally independent given a child.
D-Separation
Section titled “D-Separation”Used to test independences in a Bayesian network.
Steps:
- List all paths between the 2 variables (ignore arrow direction).
- For each path, identify the type of connection at each intermediate node
- Chain: or
- Fork:
- Collider:
- Apply blocking rules
- For chain or fork: path is blocked if middle node is conditioned
- For collider: path is blocked if both collider and its descendents are not conditioned
- They are independent iff all paths between the 2 nodes are blocked.
Compactness and Efficiency
Section titled “Compactness and Efficiency”If every node has at most parents, total storage = . This is linear in n, compared to for the full joint distribution.
More compact than full joint tables.
Constructing a Bayesian Network
Section titled “Constructing a Bayesian Network”- Choose variables relevant to the domain.
- Decide an ordering of variables (causes before effects preferred).
- For each variable :
- Add a node for .
- Select minimal parents ensuring conditional independence.
- Define the CPT for .