Monday, July 13, 2009

Bayesian network

A Bayesian network, belief network or directed acyclic graphical model is a probabilistic graphical model that represents a set of random variables and their conditional independencies via a directed acyclic graph (DAG). For example, a Bayesian network could represent the probabilistic relationships between diseases and symptoms. Given symptoms, the network can be used to compute the probabilities of the presence of various diseases.

Formally, Bayesian networks are directed acyclic graphs whose nodes represent variables, and whose missing edges encode conditional independencies between the variables. Nodes represent random variables, but in the Bayesian sense: they may be observable quantities, latent variables, unknown parameters or hypotheses. Efficient algorithms exist that perform inference and learning in Bayesian networks. Bayesian networks that model sequences of variables (e.g. speech signals or protein sequences) are called dynamic Bayesian networks. Generalizations of Bayesian networks that can represent and solve decision problems under uncertainty are called influence diagrams.

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