Bayesian Network

A Bayesian network, Bayes network, belief network, Bayes(ian) model or probabilistic directed acyclic graphical model is a probabilistic graphical model (a type of statistical model) that represents a set of random variables and their conditional dependencies via a directed acyclic graph (DAG). For example, a Bayesian network could represent the probabilistic relationships between diseases and symptoms. Given symptoms, the network can be used to compute the probabilities of the presence of various diseases.

Formally, Bayesian networks are DAGs whose nodes represent random variables in the Bayesian sense: they may be observable quantities, latent variables, unknown parameters or hypotheses. Edges represent conditional dependencies; nodes that are not connected represent variables that are conditionally independent of each other. Each node is associated with a probability function that takes, as input, a particular set of values for the node’s parent variables, and gives (as output) the probability (or probability distribution, if applicable) of the variable represented by the node. For example, if

parent nodes represent

Boolean variables then the probability function could be represented by a table of

entries, one entry for each of the

possible combinations of its parents being true or false. Similar ideas may be applied to undirected, and possibly cyclic, graphs; such are called Markov networks.

Efficient algorithms exist that perform inference and learning in Bayesian networks. Bayesian networks that model sequences of variables (e.g. speech signals or protein sequences) are called dynamic Bayesian networks. Generalizations of Bayesian networks that can represent and solve decision problems under uncertainty are called influence diagrams.

Bayesian networks are used for modelling knowledge in computational biology and bioinformatics (gene regulatory networks, protein structure, gene expression analysis, sports betting, learning epistasis from GWAS data sets medicine, biomonitoring, document classification, information retrieval, semantic search, image processing, data fusion, decision support systems, engineering, gaming, law, and risk analysis. There are texts applying Bayesian networks to bioinformatics and financial and marketing informatics.

Software

• WinBUGS

• OpenBUGS (website), further (open source) development of WinBUGS.

• OpenMarkov, open source software and API implemented in Java

• Graphical Models Toolkit (GMTK) — GMTK is an open source, publicly available toolkit for rapidly prototyping statistical models using dynamic graphical models (DGMs) and dynamic Bayesian networks (DBNs). GMTK can be used for applications and research in speech and language processing, bioinformatics, activity recognition, and any time series application.

• Just another Gibbs sampler (JAGS) (website)

• Stan (software) (website) — Stan is an open-source package for obtaining Bayesian inference using the No-U-Turn sampler, a variant of Hamiltonian Monte Carlo. It’s somewhat like BUGS, but with a different language for expressing models and a different sampler for sampling from their posteriors. RStan is the R interface to Stan.

• PyMC — PyMC is a python module that implements Bayesian statistical models and fitting algorithms, including Markov chain Monte Carlo. Its flexibility and extensibility make it applicable to a large suite of problems. Along with core sampling functionality, PyMC includes methods for summarizing output, plotting, goodness-of-fit and convergence diagnostics.

• GeNIe&Smile (website) — SMILE is a C++ library for BN and ID, and GeNIe is a GUI for it

• SamIam (website), a Java-based system with GUI and Java API

• Bayes Server – User Interface and API for Bayesian networks, includes support for time series and sequences

• Belief and Decision Networks on AIspace

• BayesiaLab by Bayesia

• Hugin

• Netica by Norsys

• dVelox by Apara Software

• System Modeler by Inatas AB

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