Marginalization in composed probabilistic models

  • Authors:
  • Radim Jiroušek

  • Affiliations:
  • Laboratory for Intelligent Systems, University of Economics, Prague and Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic

  • Venue:
  • UAI'00 Proceedings of the Sixteenth conference on Uncertainty in artificial intelligence
  • Year:
  • 2000

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Abstract

Composition of low-dimensional distributions, whose foundations were laid in the paper published in the Proceedings of UAI'97 (Jiroušek 1997), appeared to be an alternative apparatus to describe multidimensional probabilistic models. In contrast to Graphical Markov Models, which define multidimensional distributions in a declarative way, this approach is rather procedural. Ordering of low-dimensional distributions into a proper sequence fully defines the respective computational procedure; therefore, a study of different types of generating sequences is one of the central problems in this field. Thus, it appears that an important role is played by special sequences that are called perfect. Their main characterization theorems are presented in this paper. However, the main result of this paper is a solution to the problem of marginalization for general sequences. The main theorem describes a way to obtain a generating sequence that defines the model corresponding to the marginal of the distribution defined by an arbitrary generating sequence. From this theorem the reader can see to what extent these computations are local; i.e., the sequence consists of marginal distributions whose computation must be made by summing up over the values of the variable eliminated (the paper deals with a finite model).