Bayes' Nets
$$ % latex command here \gdef\independent{\perp\kern-5pt \perp} \gdef\ConditionallyIndependent#1#2#3{#1 \perp\kern-5pt \perp #2 \mid #3} $$
- Probability
- Marginal Distribution
- Conditional Probabilities
- Normalization Trick
- Inference
- Inference by Enumeration
- Inference with Bayes’ Rules
- Bayes’ Nets
- Independence: $X \independent Y \iff \forall x, y: P(x, y) = P(x)P(y)$
- $\forall x, y: P(x|y) = P(x)$
- Conditional Independence: $\ConditionallyIndependent{X}{Y}{Z} \iff \forall x, y, z: P(x, y |z)= P(x|z)P(y|z)$
- $\forall x, y, z: P(x|z,y) = P(x |z)$
- D-Separation
- Query: $\ConditionallyIndependent{X_i}{X_j}{{X_{k_1}, \dots, X_{k_n}}}$?
- Check all (undirected!) paths between $X_i$ and $X_j$
- if one or more active -> independence not guaranteed
- all paths are inactive -> independence guaranteed
- Independence: $X \independent Y \iff \forall x, y: P(x, y) = P(x)P(y)$