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An introduction to Bayesian Networksand the Bayes Net Toolboxfor Matlab Kevin Murphy MIT AI Lab 19 May 2003 Outline An introduction to Bayesian networks An overview of BNT What is a Bayes (belief) net? What is a Bayes net? Why are Bayes nets useful? - Graph structure supports - Modular representation of knowledge - Local, distributed algorithms for inference and learning - Intuitive (possibly causal) interpretation What can Bayes nets be used for? A real Bayes net: Alarm More real-world BN applications “Microsoft’s competitive advantage lies in its expertise in Bayesian networks”-- Bill Gates, quoted in LA Times, 1996 MS Answer Wizards, (printer) troubleshooters Medical diagnosis Genetic pedigree analysis Speech recognition (HMMs) Gene sequence/expression analysis Turbocodes (channel coding) Dealing with time In many systems, data arrives sequentially Dynamic Bayes nets (DBNs) can be used to model such time-series (sequence) data Special cases of DBNs include State-space models Hidden Markov models (HMMs) State-space model (SSM)/Linear Dynamical System (LDS) Example: LDS for 2D tracking Hidden Markov model (HMM) Probabilistic graphical models Toy example of a Markov net A real Markov net Inference Kalman filtering (recursive state estimation in an LDS) Forwards algorithm for HMMs Message passing view of forwards algorithm Forwards-backwards algorithm Belief Propagation BP: parallel, distributed version Representing potentials For discrete variables, potentials can be represented as multi-dimensional arrays (vectors for single node potentials) For jointly Gaussian variables, we can use y(X) = (m, S) or y(X) = (S-1 m ,S-1) In general, we can use mixtures of Gaussians or non-parametric forms Manipulating discrete potentials Manipulating Gaussian potentials Closed-form formulae for marginalization and multiplication O(1)/O(n3) complexity per operation Mixtures of Gaussian potentials are not closed under marginalization, so need approximations (moment mat
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