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Definitions
Fundamentals of Inference
Advanced Inference
Fundamentals of Structure Learning
Advanced Structure Learning, Parameter Learning
Hands-On Examples
That's It, Thanks!
Understanding Bayesian Networks with Examples in R Marco Scutari scutari@stats.ox.ac.uk Department of Statistics University of Oxford January 23–25, 2017
Definitions Marco Scutari University of Oxford
Definitions A Graph and a Probability Distribution Bayesian networks (BNs) are defined by: ˆ a network structure, a directed acyclic graph G = (V, A), in which each node vi ∈ V corresponds to a random variable Xi; ˆ a global probability distribution X with parameters Θ, which can be factorised into smaller local probability distributions according to the arcs aij ∈ A present in the graph. The main role of the network structure is to express the conditional independence relationships among the variables in the model through graphical separation, thus specifying the factorisation of the global distribution: N P(X) = P(Xi | ΠXi; ΘXi) where ΠXi = {parents of Xi} i=1 Marco Scutari University of Oxford
Definitions Where to Look: Book References (Best perused as ebooks, the Koller & Friedman is ≈ 21/2 inches thick.) Marco Scutari University of Oxford
Definitions How to Use: Software References DISCLAIMER: I am the author of the bnlearn R package and I will use it for the most part in this course. install.packages("bnlearn") For displaying graphs, I will use the Rgraphviz from BioConductor: source("http://bioconductor.org/biocLite.R") biocLite(c("graph", "Rgraphviz")) For exact inference on discrete Bayesian networks: source("http://bioconductor.org/biocLite.R") biocLite(c("graph", "Rgraphviz", "RBGL")) install.packages("gRain") Other packages from CRAN: install.packages(c("pcalg", "catnet", "abn")) Marco Scutari University of Oxford
Definitions Graphs The first component of a BN is a graph. A graph G is a mathematical object with: ˆ a set of nodes V = {v1, . . . , vN}; ˆ a set of arcs A which are identified by pairs for nodes in V, e.g. aij = (vi, vj). Given V, a graph is uniquely identified by A. The arcs in A can be: ˆ undirected if (vi, vj) is an unordered pair and the arc vi − vj has no direction; ˆ directed if (vi, vj) = (vj, vi) is an ordered pair and the arc has a specific direction vi → vj. The assumption is that there is at most one arc between a pair of nodes. Marco Scutari University of Oxford EABCDABCDE
Definitions Directed Acyclic Graphs BNs use a specific kind of graph called a directed acyclic graph, that: ˆ contains only directed arcs; ˆ does not contain any loop (e.g. an arc vi → vi from a node to ˆ does not contain any cycle (e.g. a sequence of arcs itself); vi → vj → . . . → vk → vi that starts and ends in the same node). Marco Scutari University of Oxford ABCDEABCDEABCDE
Definitions How the DAG Maps to the Probability Distribution Formally, the DAG is an independence map of the probability distribution of X, with graphical separation (⊥⊥G) implying probabilistic independence (⊥⊥P ). Marco Scutari University of Oxford CABDEFDAGGraphicalseparationProbabilisticindependence
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