Marginal and Conditional Independence, Lecture notes of Reasoning

You build a probabilistic model taking all background information into account. This gives the prior probability. All other information must be conditioned on.

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Recap Marginal Independence Conditional Independence
Reasoning Under Uncertainty: Marginal and
Conditional Independence
CPSC 322 Lecture 25
March 21, 2007
Textbook §9.2 §9.3
Reasoning Under Uncertainty: Marginal and Conditional Independence CPSC 322 Lecture 25, Slide 1
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Reasoning Under Uncertainty: Marginal and

Conditional Independence

CPSC 322 Lecture 25

March 21, 2007 Textbook §9.2 – §9.

Lecture Overview

(^1) Recap

2 Marginal Independence

3 Conditional Independence

Conditional Probability

The conditional probability of formula h given evidence e is

P (h|e) = P (h ∧ e) P (e)

Chain rule:

P (f 1 ∧ f 2 ∧... ∧ fn) =

∏^ n

i=

P (fi|f 1 ∧ · · · ∧ fi− 1 )

Bayes’ theorem:

P (h|e) =

P (e|h) × P (h) P (e)

Lecture Overview

(^1) Recap

2 Marginal Independence

3 Conditional Independence

Examples of marginal independence

The probability that the Canucks will win the Stanley Cup is independent of whether light l 1 is lit. remember the diagnostic assistant domain—the picture will recur in a minute! Whether there is someone in a room is independent of whether a light l 2 is lit. Whether light l 1 is lit is not independent of the position of switch s 2.

Lecture Overview

(^1) Recap

2 Marginal Independence

3 Conditional Independence

Conditional Independence Example

Kevin separately phones two students, Alice and Bob. To each, he tells the same number, nk ∈ { 1 ,... , 10 }. Due to the noise in the phone, Alice and Bob each imperfectly (and independently) draw a conclusion about what number Kevin said. Let the numbers Alice and Bob think they heard be na and nb respectively. Are na and nb marginally independent?

Conditional Independence Example

Kevin separately phones two students, Alice and Bob. To each, he tells the same number, nk ∈ { 1 ,... , 10 }. Due to the noise in the phone, Alice and Bob each imperfectly (and independently) draw a conclusion about what number Kevin said. Let the numbers Alice and Bob think they heard be na and nb respectively. Are na and nb marginally independent? No: we’d expect (e.g.) P (na = 1|nb = 1) > P (na = 1).

Conditional Independence Example

Kevin separately phones two students, Alice and Bob. To each, he tells the same number, nk ∈ { 1 ,... , 10 }. Due to the noise in the phone, Alice and Bob each imperfectly (and independently) draw a conclusion about what number Kevin said. Let the numbers Alice and Bob think they heard be na and nb respectively. Are na and nb marginally independent? No: we’d expect (e.g.) P (na = 1|nb = 1) > P (na = 1). Why are na and nb conditionally independent given nk? Because if we know the number that Kevin actually said, the two variables are no longer correlated. e.g., P (na = 1|nb = 1, nk = 2) = P (na = 1|nk = 2)

Example domain (diagnostic assistant)

light

two-wayswitch

switch

off on

power outlet

circuit breaker

outside power 

l 1

l 2

w 1

w 0

w 2

w 4

w 3

w 6

w 5

p 2

p 1

cb 2

cb 1 s (^1)

s (^2) s (^3)

More examples of conditional independence

The probability that the Canucks will win the Stanley Cup is independent of whether light l 1 is lit given whether there is outside power. sometimes, when two random variables are marginally independent, they’re also conditionally independent given a third variable. But not always... Let C 1 be the proposition that coin 1 is heads; let C 2 be the proposition that coin 2 is heads; let B be the proposition that coin 1 and coin 2 are both either heads or tails. P (C 1 |C 2 ) = P (C 1 ): C 1 and C 2 are marginally independent. But P (C 1 |C 2 , B) 6 = P (C 1 |B): if I know both C 2 and B, I know C 1 exactly, but if I only know B I know nothing. Hence C 1 and C 2 are not conditionally independent given B.