Maximum likelihood estimates for Markov networks using inhomogeneous Markov chains
Given an undirected graph with n nodes, and any probability distribution over the n two-valued nodes. Which is the closest (in the sense of the information-divergence) probability distribution, defining a Markov network on the given graph?
Solving this task is equivalent to finding the maximum likelihood estimate in the set of probability disributions which define a Markov network on the given graph. Therefore it is given by the “M-step” of the Expectation-Minimization-(EM) algorithm. Termed in Amari’s information-geometric framework, the M-step is the m-projection (“m-step”) of the given or observed distribution on the set M of statistical models.
In the field of probabilistic expert systems, the natural approach to knowledge representation in Markov or Bayes networks is based on conditional probabilities. However, the conditional probability approach to Markov networks suffers from serious consistency problems. We present an algorithm, which uses inconsistent conditional probabilities in an iterative way as transistion probabilities in an inhomogeneous Markov chain. It is shown that this algorithm converges to the m-projection on the set of Gibbs-distributions of a given graph.
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