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Inference by Enumeration

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Select entries consistent with evidence Sum out H to get joint of Query and evidence

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Normalize

Variable Elimination While there are still hidden variables: 1. Pick hidden variable H 2. Join all factors that have H 3. Marginalize H (eliminate by summing out, normalize) new factor Complexity determined by largest factor. Doesn’t always exist an ordering that only results in small factors. NP-hard in BN.
A path is active if each triple is active. Want to check if X and Y are conditionally independent given Z. If there exists an active path between X and Y, then cond. Indep. not guaranteed. If path is inactive, X indep of Y. Prior Sampling:  Start at top of Bayes Net and work downward. Sample each variable V based on P(V | parents). Retain all samples. Rejection Sampling  We want to estimate P(Query | Evidence)  Start at top of Bayes Net and work downward. Sample each variable and once we sample a variable not consistent with evidence, we reject that sample. Likelihood Weighting  We want to estimate P(Query | Evidence)  Start at top of Bayes Net and work downward. If we reach a non-evidence variable, sample it. if we reach an evidence variable, fix it to be consistent with evidence and weigh your sample by P(evidence variable | parents).  If we have multiple evidence variables, the weight of your sample would be product of P(E | parents) for each evidence variable E.  P(Query) = Sum(wts of samples with Query) / Sum(wts of samples with evidence (all if Query isn’t conditional)) Gibbs Sampling  We want to estimate P(Query | Evidence)  How to get one gibbs sample?  Step 1: Randomly choose an instantiation of all variables consistent with evidence. Step 2: Repeat Choose non-evidence variable H, resample it based on P(H | all other evidence), obtaining an updated sample. important: we sample based on all other evidence, not just parents. ^Ideally you would repeat this infinitely many times, but in practice, you would sample a "large amount".  Repeat steps 1 and 2 for more gibbs samples. I.e if you want 5 Gibbs samples, do steps 1 and 2 five times. When to use which? If we don’t know nothing about probability we are interested in.  Prior Sampling: we can use prior sampling, which will be able to answer a variety of queries, priors, joins, etc.  We will be able to estimate P(query | evidence) if we have at least one sample consistent with the evidence. If we know the probability we are interested it (i.e evidence for P(query | evidence)):  In general, likelihood weighting is better than rejection sampling since we don’t reject any parents and the evidence is fixed.  Likelihood has its limits as well and it depends on what probability you are interested in and structure of your Bayes net.

Worst-case O(d ) and same for space complexity to store joint distribution

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Probability Rules ( ) Product Rule: ( ) ( | ) Chain Rule: ( ) ∏ ( | ) ) ( | ) ( ) Bayes Rule: ( ( | ) ( ) ( | ) ( | ) ( ) ( ) ( ) ( ) ( ) X is conditionally independent from Y given Z ( | ) | iff ( | ) ( | ) or (equiv) ( | ) ( | ) VPI properties: Non-negative, non-additive, an order-independent. No such thing as value of ( ) imperfect. In general if | then ( | ) Bayes Nets Assume conditional independence ( | Joint prob of x1…xn = ∏ ( )) A joint distr over N Boolean variables is 2N An N-node Bayes net with nodes with up to k parents is O(N*2k+1)

* Hidden process: future depends on past via present. Evidence vars not guaranteed to be independent. ( ) * Stationary distribution if ( ) ∑ ( | )( | ) ( ) * Base cases: Evidence update: ( | ) ( ) ( ) ( ) ( ) ( | ) ( ) Time step: ( ) ∑ ∑ ( ) ( | ) * In passage of time.  one time step passes ( | ( | ) ( | ) ) ∑ ) * observation P(X|prev evidence) ( ( | ) then ( ) ( | ) ( ) and renormalize. Past and future events independent of the present.  Current belief ( ) ( | ). beliefs get ‘pushed’ through the transitions.Hidden Markov Models and Particle Filtering * Chain-structured BN. Forward algorithm combines steps Particle Filtering – elapse time Observe Resample DBN particle filtering .