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2 | 2 |
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3 | 3 | *TensorInference* implements efficient methods to perform Bayesian inference in |
4 | 4 | *probabilistic graphical models*, such as Bayesian Networks or Markov random |
5 | | -fields. |
| 5 | +fields. This page introduces probabilistic graphical models, provides an example |
| 6 | +using a Bayesian network, and explains what probabilistic inference is, |
| 7 | +including the different tasks it can involve. |
6 | 8 |
|
7 | 9 | ## Probabilistic graphical models |
8 | 10 |
|
9 | | -Probabilistic graphical models (PGMs) capture the mathematical modeling of |
10 | | -reasoning in the presence of uncertainty. Bayesian networks and Markov random |
11 | | -fields are popular types of PGMs. Consider the following Bayesian network known |
12 | | -as the *ASIA network* [^lauritzen1988local]. |
| 11 | +A probabilistic graphical model (PGM) is a mathematical framework that uses |
| 12 | +graphs to compactly represent complex multivariate statistical distributions. |
| 13 | +They are used to reason in the presence of uncertainty. This reasoning process |
| 14 | +is known as *probabilistic inference* and will be defined and discussed in |
| 15 | +detail later on. |
| 16 | + |
| 17 | +*Bayesian networks* and *Markov random fields* are popular types of PGMs. The |
| 18 | +following PGM is an example of a Bayesian network called the *ASIA network*. It |
| 19 | +was introduced by Lauritzen in 1988 [^lauritzen1988local]. |
13 | 20 |
|
14 | 21 | ```@eval |
15 | 22 | using TikzPictures |
@@ -71,27 +78,45 @@ save(SVG(joinpath(@__DIR__, "asia-bayesian-network")), tp) |
71 | 78 | | ``X`` | Chest X-Ray is positive | |
72 | 79 | | ``D`` | Patient has dyspnoea | |
73 | 80 |
|
74 | | -The ASIA network corresponds a simplified example from the context of medical |
75 | | -diagnosis that describes the probabilistic relationships between different |
76 | | -random variables corresponding to possible diseases, symptoms, risk factors and |
77 | | -test results. It consists of a graph ``G = (\bm{V},\mathcal{E})`` and a |
78 | | -probability distribution ``P(\bm{V})`` where ``G`` is a directed acyclic graph, |
79 | | -``\bm{V}`` is the set of variables and ``\mathcal{E}`` is the set of edges |
80 | | -connecting the variables. We assume all variables to be discrete. Each variable |
81 | | -``V`` is quantified with a *conditional probability distribution* ``P(V \mid |
82 | | -pa(V))`` where ``pa(V)`` are the parents of ``V``. These conditional probability |
83 | | -distributions together with the graph ``G`` induce a *joint probability |
84 | | -distribution* over ``P(\bm{V})``, given by |
| 81 | +This network represents a simplified example from the realm of medical |
| 82 | +diagnosis, illustrating the probabilistic relationships between various random |
| 83 | +variables that correspond to potential diseases, symptoms, risk factors, and |
| 84 | +test results. It comprises a graph ``G = (\bm{V},\mathcal{E})`` and a |
| 85 | +probability distribution ``P(\bm{V})``, where ``G`` is a directed acyclic graph, |
| 86 | +``\bm{V}`` represents the set of variables, and ``\mathcal{E}`` is the set of |
| 87 | +edges connecting these variables. We assume all variables are discrete. Each |
| 88 | +variable ``V`` is quantified by a *conditional probability distribution* (CPD) |
| 89 | +``P(V \mid pa(V))``, where ``pa(V)`` denotes the parent variables of `V.` |
| 90 | +Collectively, these conditional probability distributions, together with the |
| 91 | +graph G, induce a joint probability distribution over ``P(\bm{V})``, given by |
85 | 92 |
|
86 | 93 | ```math |
87 | 94 | P(\bm{V}) = \prod_{V\in\bm{V}} P(V \mid pa(V)). |
88 | 95 | ``` |
89 | 96 |
|
| 97 | +A *factor*, denoted as ``\phi_{\bm{V}}``, is defined over a set of variables |
| 98 | +``\bm{V}``. It's a function that maps each instantiation ``\bm{V} = \bm{v}`` to |
| 99 | +a non-negative number. It's important to note that a probability distribution is |
| 100 | +a specific case of a *factor*. The *product* of two *factors*, ``\phi_{\bm{X}}`` |
| 101 | +and ``\phi_{\bm{Y}}``, is another *factor*, ``\phi_{\bm{Z}}``, where ``\bm{Z} = |
| 102 | +\bm{X} \cup \bm{Y}``, and ``\phi_{\bm{Z}}(\bm{z}) = |
| 103 | +\phi_{\bm{X}}(\bm{x})\phi_{\bm{Y}}(\bm{y})`` for the instantiations ``\bm{x}`` |
| 104 | +and ``\bm{y}`` that align with the instantiation ``\bm{z}``. The |
| 105 | +*marginalization* of a *factor* ``\phi_{\bm{Y}}`` into ``\bm{X} \subseteq |
| 106 | +\bm{Y}`` results in a new *factor* ``\phi_{\bm{X}}``, where each |
| 107 | +``\phi_{\bm{X}}(\bm{x})`` is calculated by summing the values of |
| 108 | +``\phi_{\bm{Y}}(\bm{y})`` for all ``\bm{y}`` that are consistent with |
| 109 | +``\bm{x}``. **Importantly, factor marginalization and product operations form |
| 110 | +the fundamental basis for conducting probabilistic inference in PGMs.** |
90 | 111 |
|
91 | 112 | ## The inference tasks |
92 | 113 |
|
| 114 | +Probabilistic inference is the process of determining the probability |
| 115 | +distribution of a set of unknown variables, given the values of known variables |
| 116 | +in a PGM. It encompasses several tasks that will be explained next. |
| 117 | + |
93 | 118 | Each task is performed with respect to a graphical model, denoted as |
94 | | -``\mathcal{M} = \{\bm{V}, \bm{D}, \bm{\phi}\}``, where: |
| 119 | +``G = \{\bm{V}, \bm{D}, \bm{\phi}\}``, where: |
95 | 120 |
|
96 | 121 | ``\bm{V} = \{ V_1 , V_2 , \dots , V_N \}`` is the set of the model’s variables |
97 | 122 |
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@@ -173,7 +198,7 @@ This task involves calculating the probability of the observed evidence, which |
173 | 198 | can be useful for model comparison or anomaly detection. This involves summing |
174 | 199 | the joint probability over all possible states of the unobserved variables in |
175 | 200 | the model, given some observed variables. This is a fundamental task in Bayesian |
176 | | -statistics and is often used as a stepping stone for other types of inference." |
| 201 | +statistics and is often used as a stepping stone for other types of inference. |
177 | 202 |
|
178 | 203 | ### Marginal inference (MAR): |
179 | 204 |
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