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Bayesian Network


A Bayesian network is a probabilistic graphical model consisting of an acyclic digraph whose vertices represent random variables. Each vertex is assigned a conditional distribution given the variables at its parent vertices. If X_1,...,X_n are ordered consistently with the graph, their joint probability mass function or density p factors as

 p(x_1,...,x_n)=product_(i=1)^np[x_i|x_(Pa(i))],

where Pa(i) denotes the set of parents of vertex i and x_(Pa(i)) denotes their values.

The graph thereby encodes conditional independence statements. Whether a path is blocked depends on the directions of its edges and on which vertices or descendants are conditioned upon. Different acyclic digraphs can encode the same set of conditional independence statements. A Bayesian network specifies a factorization; its parameters need not themselves be estimated by Bayesian inference.


See also

Acyclic Digraph, Bayesian Inference, Bayesian Model, Joint Distribution Function

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References

Pearl, J. Probabilistic Reasoning in Intelligent Systems: Networks of Plausible Inference. San Francisco, CA: Morgan Kaufmann, 1988.

Cite this as:

Weisstein, Eric W. "Bayesian Network." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/BayesianNetwork.html

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