Probabilistic graphical models

Sergio Barbarossa

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Markov network

A Markov network consists of:

•  An undirected graph G = (V,E), where each vertex v ∈V represents a

random variable and each edge {u,v} ∈ E represents statistical dependency
between the random variables u and v

•  A set of potential (or compatibility) functions (also called factors or

clique (*) potentials), where each has the domain of some clique k
in G
Each is a mapping onto non-negative real numbers

Defining property: A node p is conditionally independent of another node q in

the Markov network, given some set of nodes S, if every path from p to q
passes through a node in S
________
(*) A maximal clique is a set of vertices that induces a complete subgraph and that is not a
subset of the vertices of any larger complete subgraph

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Markov network

Joint probability density function (pdf) over a graph

The joint pdf represented by a Markov network can be written as:

(1)

where is the state of the random variables in the c-th clique, and the
normalizing constant Z (also called a partition function) is

The normalized product constitutes a joint distribution that embodies all

conditional independencies portrayed by the graph

Any positive Markov field can be expressed in the form (1)

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Markov network

Example

Any density that factorizes according to this graph must have the form

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Bayes networks

Bayesian networks are directed acyclic graphs (DAG) whose nodes represent
random variables and whose arcs encode conditional independencies between
the variables

A DAG is a Bayesian Network relative to a set of variables if the joint distribution

of the node values can be written as the product of the local distributions of each
node and its parents
n
pX (x1 , x2 , . . . , xn ) = p(xi /parents(xi ))
i=1

Given a DAG D and a probability distribution P, a necessary and sufficient

condition for D to be a Bayesian network of P is that each variable Xi be
conditionally independent of all its non-descendants, given its parents

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Bayes networks

Two sets of nodes X and Y are d-separated by a third set Z, if the corresponding
variable sets X and Y are statistically independent given the variables in Z

The minimal set of nodes which d-separates node X from all other nodes is given
by X 's Markov blanket

Example
a

p(a, b, c, d, e) = p(a) p(d) p(b/a) p(c/a) p(e/c)

b
c

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Markov random field and Gibbs distribution

Joint probability distribution

1
pX (x) = c (xc )
Z
c C

where is the set of cliques

If the product is positive for any x, introducing the function Vc (xc ) := log c (xc )
the pdf can be written in exponential form
1
pX (x) = exp{ Vc (xc )}
Z
c C

This is known, in physics, as the Gibbs (or Boltzman) distribution with interaction
potential and energy
UX (x) = Vc (xc )
c C

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Markov random field and Gibbs distribution

Key information represented by the graph

If i and j are not neighbors, xi and xj are independent, conditioned to the others

Given a subset of vertices, pX (x) factorizes as

where the second factor does not depend on xa

As a consequence

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Markov random field and Gibbs distribution

Example: Gaussian Markov Random Field

1 1 1
pX (x) = e 2 (x µ) (x µ)
(2 )n | |
The “Markovianity” shows up when each variable only interacts with a few
others through the quadratic energy

the matrix 1 must be sparse

:=

A random vector X = (X1, . . . , Xn) is Markov with respect to a graph G if, for all
vertex cutsets S breaking the graph into disjoint pieces A and B, the conditional
independence statement XA YB /XS holds

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Markov random field and Gibbs distribution

In a GMRF, nodes i and j are neighbors if and only if the

entries of the covariance matrix inverse satisfy

A Gauss-Markov field may be simply defined by its quadratic energy function

where is a sparse symmetric positive definite matrix with

The most probable configuration is then the solution of the sparse system

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Markov random field and Gibbs distribution

Prop. 1: Each diagonal entry of the inverse covariance matrix is the

reciprocal of a partial variance

Prop. 2: Each off diagonal entry of the inverse covariance matrix, scaled to
have a unit diagonal, is the negative of the partial correlation
coefficient between the two corresponding variables, partialled on all
the remaining variables

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Markov random field and Gibbs distribution

Example of graphs supporting MRF models

(a)  rectangular lattice with first-order neighborhood system;

(b)  non-regular planar graph associated to an image partition;
(c)  quad-tree

For each graph, the grey nodes are the neighbors of the white one

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Markov random field and Gibbs distribution

Samples from an anisotropic Gaussian MRF built on a regular lattice

In the Gaussian case, any conditional or marginal distribution is Gaussian

In particular

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Markov random field and Gibbs distribution

Estimation of a zero mean Gaussian graphical model

Main idea: Estimate covariance matrix and infer graph topology G = (V, E) from
1
:=

ij =0 (i, j) / E

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Markov random field and Gibbs distribution

Estimation of a zero mean Gaussian graphical model

Observation model (K statistically independent snapshots)

K
1 1 T 1
pX (x) = e 2 xk C xk

k=1
(2 )n |C|
K
nK K 1
ln pX (x) = + ln xTk xk
2 2 2
k=1
Maximum Likelihood estimate

= arg min tr( C) ln | |

where
K
1
C= xk xTk
K
k=1
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Markov random field and Gibbs distribution

Estimation of a zero mean Gaussian graphical model

The unrestricted ML estimate is simply

1
M LE =C
if the sample covariance matrix is invertible

If K < n, the sample covariance matrix is not invertible and the solution can be
sought as

= arg min tr( C) ln | | + 1

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References

[1] J. Pearl, “Probabilistic Reasoning in Intelligent Systems: Networks of plausible

inference”, Morgan Kaufman Pub., 1988

[2] J. Whittaker, Graphical Models in Applied Multivariate Statistics, Wiley 1990

[3] P. Perez, “Markov Random Fields and Images”, CWI Quart., 1998.

[4] S. Geman, D. Geman, “Stochastic Relaxation, Gibbs Distribution, and the Bayesian
Restoration of Images”, IEEE Tr. on Pattern Analysis and Machine Intelligence, 1984

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