Skip to Main content Skip to Navigation
Journal articles

Exact or approximate inference in graphical models: why the choice is dictated by the treewidth, and how variable elimination can be exploited

Abstract : Probabilistic graphical models offer a powerful framework to account for the dependence structure between variables, which is represented as a graph. However, the dependence between variables may render inference tasks intractable. In this paper, we review techniques exploiting the graph structure for exact inference, borrowed from optimisation and computer science. They are built on the principle of variable elimination whose complexity is dictated in an intricate way by the order in which variables are eliminated. The so‐called treewidth of the graph characterises this algorithmic complexity: low‐treewidth graphs can be processed efficiently. The first point that we illustrate is therefore the idea that for inference in graphical models, the number of variables is not the limiting factor, and it is worth checking the width of several tree decompositions of the graph before resorting to the approximate method. We show how algorithms providing an upper bound of the treewidth can be exploited to derive a ‘good' elimination order enabling to realise exact inference. The second point is that when the treewidth is too large, algorithms for approximate inference linked to the principle of variable elimination, such as loopy belief propagation and variational approaches, can lead to accurate results while being much less time consuming than Monte‐Carlo approaches. We illustrate the techniques reviewed in this article on benchmarks of inference problems in genetic linkage analysis and computer vision, as well as on hidden variables restoration in coupled Hidden Markov Models.
Document type :
Journal articles
Complete list of metadata

https://hal.inria.fr/hal-02433018
Contributor : David James Sherman <>
Submitted on : Wednesday, January 8, 2020 - 6:19:43 PM
Last modification on : Tuesday, June 15, 2021 - 2:57:32 PM

Identifiers

Citation

Nathalie Peyrard, Marie-Josée Cros, Simon de Givry, Alain Franc, Stephane Robin, et al.. Exact or approximate inference in graphical models: why the choice is dictated by the treewidth, and how variable elimination can be exploited. Australian and New Zealand Journal of Statistics, Wiley, 2019, 61 (2), pp.89-133. ⟨10.1111/anzs.12257⟩. ⟨hal-02433018⟩

Share

Metrics

Record views

528