4.5 Article

Graphical models

Journal

STATISTICAL SCIENCE
Volume 19, Issue 1, Pages 140-155

Publisher

INST MATHEMATICAL STATISTICS
DOI: 10.1214/088342304000000026

Keywords

probabilistic graphical models; junction tree algorithm; sum-product algorithm; Markov chain Monte Carlo; variational inference; bioinformatics; error-control coding

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Statistical applications in fields such as bioinformatics, information retrieval, speech processing, image processing and communications often involve large-scale models in which thousands or millions of random variables are linked in complex ways. Graphical models provide a general methodology for approaching these problems, and indeed many of the models developed by researchers in these applied fields are instances of the general graphical model formalism. We review some of the basic ideas underlying graphical models, including the algorithmic ideas that allow graphical models to be deployed in large-scale data analysis problems. We also present examples of graphical models in bioinformatics, error-control coding and language processing.

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