Next: Linear Programming Up: Bound Propagation Previous: Introduction

# What Bounds Can Learn From Each Other

Consider a Markov network defined by the potentials each dependent on a set of nodes . The probability to find the network in a certain state is proportional to

 (1)

Problems arise when one is interested in the marginal probability over a small number of nodes (denoted by ), since in general this requires the summation over all of the exponentially many states.

Let us define the set of separator nodes, , to be the nodes that separate from the rest of the network. One can take, for instance, the union of the nodes in all potentials that contain at least one marginal node, while excluding the marginal nodes itself in that union (which is the Markov blanket of ):

 (2)

See for instance Figure a-c. It is not necessary, however, that defines a tight separation. There can be a small number of other nodes, , inside the separated area, but not included by (Figure d). A sufficient condition for the rest of the theory is that the size of the total state space, , is small enough to do exact computations.

Suppose that we know a particular setting of the separator nodes, , then computing the conditional distribution of given is easy:

 (3)

This expression is tractable to compute since serves as the Markov blanket for the union of and . Thus the actual numbers are independent of the rest of the network and can be found either by explicitly doing the summation or by any other more sophisticated method. Similarly, if we would know the exact distribution over the separator nodes, we can easily compute the marginal probability of :
 (4)

Unfortunately, in general we do not know the distribution and therefore we cannot compute . We can, however, still derive certain properties of the marginal distribution, namely upper and lower bounds for each state of . For instance, an upper bound on can easily be found by computing

 (5)

under the constraints and . The distribution corresponds to free parameters (under the given constraints) used to compute the worst case (here: the maximum) marginal value for each . Obviously, if the upper bound corresponds to the exact value, but in general is unknown and we have to maximize over all possible distributions. One may recognize Equation  as a simple linear programming (LP) problem with variables. With a similar equation we can find lower bounds .

Upto now we did not include any information about we might have into the equation above. But suppose that we already computed upper and lower bounds on the marginals of other nodes than . How can we make use of this knowledge? We investigate our table of all sets of marginal nodes we bounded earlier and take out those that are subsets of . Obviously, whenever we find already computed bounds on where 1, we can be sure that

 (6)

and similarly for the lower bound. These equations are nothing more than extra contraints on which we may include in the LP-problem in Equation . There can be several that are subsets of each defining extra constraints.

In this way, information collected by bounds computed earlier, can propagate to , thereby finding tighter bounds for these marginals. This process can be repeated for all sets of marginal nodes we have selected until convergence is reached.

Subsections

Next: Linear Programming Up: Bound Propagation Previous: Introduction
Martijn Leisink 2003-08-18