Graphical model: Difference between revisions

Revision as of 01:49, 12 May 2004

Revision as of 07:55, 1 July 2004

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In [[probability theory]] and [[statistics]], a '''graphical model (GM)''' represents [[statistical independence|dependencies]] among [[random variable|random variables]] by a [[graph (mathematics)|graph]] in which each random variable is a node.

In the simplest case, the network structure of the model is a [[directed acyclic graph]](DAG). Then the GM represents a factorization of the joint [[probability]] of all random variables. More precisely, if the events are

:''X''₁, ..., ''X''_''n'',