| |
| | Graphical Models |
 | | Probabilistic graphical models are graphs in which nodes represent random variables, and the (lack of) arcs represent conditional independence assumptions. |
 | | The simplest kind is importance sampling, where we draw random samples x from P(X), the (unconditional) distribution on the hidden variables, and then weight the samples by their likelihood, P(yx), where y is the evidence. |
 | | In principle, it is straightforward to use graphical models to do Bayesian learning: the parameters, being random variables, become nodes as well, and the goal is the standard inference problem of computing posterior distributions on the (parameter) nodes. |
| www.cs.ubc.ca /~murphyk/Bayes/bayes.html (6598 words) |
|