DS6003 Probabilistic Graphical Models Assignment 1

Assignment 1

—–Due - Feb 27, 2023—–

Please submit a pdf with the typed solutions for the questions below before the deadline. Each

question is worth 5 points.

1. For three discrete random variables W, X, Y, Z, prove each of the following properties

from first principles

(a) If X ⊥ Z|Y, W , then X ⊥ Z|Y

(b) If X ⊥ Z|Y, W and Y ⊥ Z|W , then X, W ⊥ Z|Y

2. Proide an example of a distribution P (X1 , X2 , X3 ), where for each i ̸= j, we have

Xi ⊥ Xj ∈ I(P ), but we also have that X1 , X2 ⊥ X3 ∈

/ I(P ).

3. If X, Y, Z are three disjoint subsets of random variables. Show that X ⊥ Y |Z if and

only if the joint distribution can be written as P (x, y, z) = h(x, z)g(y, z) where h and

g are two nonnegative functions.

4. For P , a positive distribution and disjoint subsets of random variables X, Y, Z, W ,

X ⊥ Y |Z, W and X ⊥ W |Y, Z =⇒ X ⊥ Y, W |Z. This is the intersection property.

Give an example where this property does not hold.

5. Prove the strong union property for a subsets of disjoint random variables X, Y, Z, W :

X ⊥ Y |Z =⇒ X ⊥ Y |Z, W .

6. Let the BN G be an Imap for P . Let S be a subset of vertices from G and An(S) denote

the set of ancestors of S, (including S). Show that the subgraph of G by removing the

non-ancestors of S and their edges is an Imap for marginal distribution P (An(S)).

7. Prove that the global independencies, derived from d-separation, imply local indepen-

dencies (a node is d-separated from its nondescendants given its parents).

1 40 points
DS6003 Probabilistic Graphical Models

8. Give a concrete example of a distribution P and a Markov network H over 4 Boolean

RV X, Y, Z, W where, P factorizes over H and X ⊥ Y |Z does not hold in P .

2 40 points