Directed graphical models
September 20, 2017 — May 13, 2020
algebra
graphical models
hidden variables
hierarchical models
machine learning
networks
probability
statistics
Graphs of conditional, directed independence are a convenient formalism for many statistical models. If you have some kind of generating process for a model, often the most natural type of graphical model to express it with is a DAG. These are also called Bayes nets (not to be confused with Bayesian inference).
These can even be causal graphical models, and when we can infer those we are extracting Science (ONO) from observational data. See causal graphical models.
The laws of message passing inference assume their (MO) most complicated form for directed models; in practice it is frequently easier to convert a directed model to a factor graph for implementation. YMMV.
1 Simpson’s paradox
Simpson’s paradox is an evergreen example of the importance of that causal graph. For a beautiful and clear example see Allen Downey’s Simpson’s Paradox and Age Effects. It is also the key explanation in Michael Nielsen’s Reinventing Explanation.
2 Tools
BayesNets is a Julia package for reasoning over directed graphical models.
3 References
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