Bayesian Belief Network, Exact Inference, Approx Inference, Causal Network
Bayesian Belief Network, Exact Inference, Approx Inference, Causal Network
Bayesian Belief Network, Exact Inference, Approx Inference, Causal Network
"A Bayesian network is a probabilistic graphical model which represents a set of variables
and their conditional dependencies using a directed acyclic graph."
It is also called a Bayes network, belief network, decision network, or Bayesian model.
Bayesian networks are probabilistic, because these networks are built from a probability
distribution, and also use probability theory for prediction and anomaly detection.
Real world applications are probabilistic in nature, and to represent the relationship
between multiple events, we need a Bayesian network. It can also be used in various tasks
including prediction, anomaly detection, diagnostics, automated insight, reasoning,
time series prediction, and decision making under uncertainty.
Bayesian Network can be used for building models from data and experts opinions, and it
consists of two parts:
The generalized form of Bayesian network that represents and solve decision problems
under uncertain knowledge is known as an Influence diagram.
A Bayesian network graph is made up of nodes and Arcs (directed links), where:
Note: The Bayesian network graph does not contain any cyclic graph. Hence it is known as
directed acyclic graph or DAG.
o Causal Component
o Actual numbers
Each node in the Bayesian network has condition probability distribution P(Xi |Parent(Xi)
), which determines the effect of the parent on that node.
If we have variables x1, x2, x3,....., xn, then the probabilities of a different combination of x1,
x2, x3.. xn, are known as Joint probability distribution.
P[x1, x2, x3,....., xn], it can be written as the following way in terms of the joint probability
distribution.
In general for each variable Xi, we can write the equation as:
Let's understand the Bayesian network through an example by creating a directed acyclic
graph:
1. What is the probability that the alarm has sounded but neither a burglary nor an
earthquake has occurred and both John and Mary call?
Hence, a Bayesian network can answer any query about the domain by using Joint
distribution.
There are two ways to understand the semantics of the Bayesian network, which is given
below:
Applying it to the network in Figure with the ordering Cloudy, Sprinkler, Rain,
WetGrass, we might produce a random event as follows:
Rejection sampling in Bayesian networks
Rejection sampling is a general method for producing samples from a hard-to-
sample distribution given an easy-to-sample distribution. In its simplest form, it can
be used to compute conditional probabilities—that is, to determine P(X | e). The
REJECTION-SAMPLING first generates samples from the prior distribution specified
by the network. Then, it rejects all those that do not match the evidence.
Likelihood Weighting
3. Causal Networks