Exact Inference on Graphical Models：基于图形模型的精确推理.pptVIP

Exact Inference on Graphical Models Samson Cheung Outline What is inference? Overview Preliminaries Three general algorithms for inference Elimination Algorithm Belief Propagation Junction Tree What is inference? Given a fully specified joint distribution (database), inference is to query information about some random variables, given knowledge about other random variables. Conditional/Marginal Prob. Ex. Visual Tracking – you want to compute the conditional to quantify the uncertainty in your tracking Maximum A Posterior Estimate Error Control – Care about the decoded symbol. Difficult to compute the error probability in practice due to high bandwidth. Inferencing is not easy Computing marginals or MAP requires global communication! Outline What is inference? Overview Preliminaries Three general algorithms for inference Elimination Algorithm Belief Propagation Junction Tree Inference Algorithms Outline What is inferencing? Overview Preliminaries Three general algorithms for inferencing Elimination Algorithm Junction Tree Probability Propagation Introducing evidence Inferencing : summing or maxing “part” of the joint distribution In order not to be sidetrack by the evidence node, we roll them into the joint by considering Hence we will be summing or maxing the entire joint distribution Moralization Every directed graph can be represented as an undirected by linking up parents who have the same child. Deal only with undirected graph Adding edges is “okay” The pdf of an undirected graph can ALWAYS be expressed by the same graph with extra edges added. A graph with more edge Lose important conditional independence information (okay for inferencing, not good for parameter est.) Use more storage (why?) Undirected graph and Clique graph Clique graph Each node is a clique from the parametrization An edge between two nodes (cliques) if the two nodes (cliques) share common variables Outline What is inference? Overview Preliminaries Three general algorithms f