Sum-product and belief updates
When computing the distribution of one variable (or a subset of variables), the main operation is the marginalization, which consists of summing over a variable (or a subset of variables) to eliminate it from the main expression. If we call ϕ a factor in the factorization of the joint distribution, we can use the following properties to generalize and improve the variable elimination algorithm we saw in the previous section:
- Commutativity:
- Associativity:
- And if
If again we apply it to the joint distribution P(ABCD)
Get Learning Probabilistic Graphical Models in R now with O’Reilly online learning.
O’Reilly members experience live online training, plus books, videos, and digital content from 200+ publishers.