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Is marginalization a sum of conditioned observations?
Find conditional probability of a mixture modelprobabilities of arrival timeUsing certain formula with conditional probability in discrete and continuous caseWeighted joint probability incorporating zeroesGraphical Models: Marginalization of Intermediate NodeHow the get a marginal/conditional distribution from this joint distribution?Given $P(A mid B)$ and $P(A mid C)$, what is $P(A mid B,C)$?What's the difference between marginal distribution and conditional probability distribution?difference of Bayesian inference using marginal and conditional distribution of multinomial model.Expected number of Failures within K trials for Binomial RV
$begingroup$
I have the following probability model:
the joint probability p(A,B,D) is to be evaluated. I think there are 2 ways how to think about the problem:
- Marginalization over C of p(A,B,C,D) ignoring the conditional probabilities within the model
$$p(A,B,D) = sum_Cp(A,B,C,D) = p(A,B,C,D) + p(A,B,overlineC,D)$$
Assuming the $C = [C, overlineC]$, that is, it has only 2 values.
- Marginalization over C of p(A,B,C,D) taking the conditional links p(C|A,B) and p(D|C) into account
It can be shown, that according to the graph, the $p(A,B,C,D)$ can be marginalized as
$$p(A,B,D) = sum_Cp(A,B,C,D)
\ = sum_Cp(A)p(B)p(C
\ = p(A)p(B)sum_CC)
\ = p(A)p(B)left(p(C|A,B)p(D|C) + p(overlineC|A,B)p(D|overlineC)right)$$
Question
Is the marginalization of the joint distribution a summation over conditioned observations ? (that is, the marginalization over C is the same as summation of conditioned cases on C)
probability conditional-probability marginal-distribution
$endgroup$
add a comment |
$begingroup$
I have the following probability model:
the joint probability p(A,B,D) is to be evaluated. I think there are 2 ways how to think about the problem:
- Marginalization over C of p(A,B,C,D) ignoring the conditional probabilities within the model
$$p(A,B,D) = sum_Cp(A,B,C,D) = p(A,B,C,D) + p(A,B,overlineC,D)$$
Assuming the $C = [C, overlineC]$, that is, it has only 2 values.
- Marginalization over C of p(A,B,C,D) taking the conditional links p(C|A,B) and p(D|C) into account
It can be shown, that according to the graph, the $p(A,B,C,D)$ can be marginalized as
$$p(A,B,D) = sum_Cp(A,B,C,D)
\ = sum_Cp(A)p(B)p(C
\ = p(A)p(B)sum_CC)
\ = p(A)p(B)left(p(C|A,B)p(D|C) + p(overlineC|A,B)p(D|overlineC)right)$$
Question
Is the marginalization of the joint distribution a summation over conditioned observations ? (that is, the marginalization over C is the same as summation of conditioned cases on C)
probability conditional-probability marginal-distribution
$endgroup$
add a comment |
$begingroup$
I have the following probability model:
the joint probability p(A,B,D) is to be evaluated. I think there are 2 ways how to think about the problem:
- Marginalization over C of p(A,B,C,D) ignoring the conditional probabilities within the model
$$p(A,B,D) = sum_Cp(A,B,C,D) = p(A,B,C,D) + p(A,B,overlineC,D)$$
Assuming the $C = [C, overlineC]$, that is, it has only 2 values.
- Marginalization over C of p(A,B,C,D) taking the conditional links p(C|A,B) and p(D|C) into account
It can be shown, that according to the graph, the $p(A,B,C,D)$ can be marginalized as
$$p(A,B,D) = sum_Cp(A,B,C,D)
\ = sum_Cp(A)p(B)p(C
\ = p(A)p(B)sum_CC)
\ = p(A)p(B)left(p(C|A,B)p(D|C) + p(overlineC|A,B)p(D|overlineC)right)$$
Question
Is the marginalization of the joint distribution a summation over conditioned observations ? (that is, the marginalization over C is the same as summation of conditioned cases on C)
probability conditional-probability marginal-distribution
$endgroup$
I have the following probability model:
the joint probability p(A,B,D) is to be evaluated. I think there are 2 ways how to think about the problem:
- Marginalization over C of p(A,B,C,D) ignoring the conditional probabilities within the model
$$p(A,B,D) = sum_Cp(A,B,C,D) = p(A,B,C,D) + p(A,B,overlineC,D)$$
Assuming the $C = [C, overlineC]$, that is, it has only 2 values.
- Marginalization over C of p(A,B,C,D) taking the conditional links p(C|A,B) and p(D|C) into account
It can be shown, that according to the graph, the $p(A,B,C,D)$ can be marginalized as
$$p(A,B,D) = sum_Cp(A,B,C,D)
\ = sum_Cp(A)p(B)p(C
\ = p(A)p(B)sum_CC)
\ = p(A)p(B)left(p(C|A,B)p(D|C) + p(overlineC|A,B)p(D|overlineC)right)$$
Question
Is the marginalization of the joint distribution a summation over conditioned observations ? (that is, the marginalization over C is the same as summation of conditioned cases on C)
probability conditional-probability marginal-distribution
probability conditional-probability marginal-distribution
asked Mar 29 at 3:37
Martin GMartin G
618
618
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1 Answer
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$begingroup$
Question
Is the marginalization of the joint distribution a summation over conditioned observations ? (that is, the marginalization over C is the same as summation of conditioned cases on C)
Yes, it is an application of the Law of Total Probability.
When discussing Bayesian DAG, it is common to use $sum_C$ to mean "sum over the evaluations of $C$", which is typically just $C$ itself and its complement, $overline C$. So it is exactly as you had.
$$beginalignmathsf p(A,B,D)&=mathsf p(A,B,C,D)+mathsf p(A,B,overline C, D)\&=sum_C mathsf p(A,B,C,D)\&=mathsf p(A)mathsf p(B)sum_Cmathsf p(Cmid B,A)mathsf p(Dmid C)\&=mathsf p(A)mathsf p(B)left(mathsf p(Cmid B,A)mathsf p(Dmid C)+mathsf p(overline Cmid B,A)mathsf p(Dmid overline C)right)endalign$$
$endgroup$
add a comment |
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1 Answer
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1 Answer
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$begingroup$
Question
Is the marginalization of the joint distribution a summation over conditioned observations ? (that is, the marginalization over C is the same as summation of conditioned cases on C)
Yes, it is an application of the Law of Total Probability.
When discussing Bayesian DAG, it is common to use $sum_C$ to mean "sum over the evaluations of $C$", which is typically just $C$ itself and its complement, $overline C$. So it is exactly as you had.
$$beginalignmathsf p(A,B,D)&=mathsf p(A,B,C,D)+mathsf p(A,B,overline C, D)\&=sum_C mathsf p(A,B,C,D)\&=mathsf p(A)mathsf p(B)sum_Cmathsf p(Cmid B,A)mathsf p(Dmid C)\&=mathsf p(A)mathsf p(B)left(mathsf p(Cmid B,A)mathsf p(Dmid C)+mathsf p(overline Cmid B,A)mathsf p(Dmid overline C)right)endalign$$
$endgroup$
add a comment |
$begingroup$
Question
Is the marginalization of the joint distribution a summation over conditioned observations ? (that is, the marginalization over C is the same as summation of conditioned cases on C)
Yes, it is an application of the Law of Total Probability.
When discussing Bayesian DAG, it is common to use $sum_C$ to mean "sum over the evaluations of $C$", which is typically just $C$ itself and its complement, $overline C$. So it is exactly as you had.
$$beginalignmathsf p(A,B,D)&=mathsf p(A,B,C,D)+mathsf p(A,B,overline C, D)\&=sum_C mathsf p(A,B,C,D)\&=mathsf p(A)mathsf p(B)sum_Cmathsf p(Cmid B,A)mathsf p(Dmid C)\&=mathsf p(A)mathsf p(B)left(mathsf p(Cmid B,A)mathsf p(Dmid C)+mathsf p(overline Cmid B,A)mathsf p(Dmid overline C)right)endalign$$
$endgroup$
add a comment |
$begingroup$
Question
Is the marginalization of the joint distribution a summation over conditioned observations ? (that is, the marginalization over C is the same as summation of conditioned cases on C)
Yes, it is an application of the Law of Total Probability.
When discussing Bayesian DAG, it is common to use $sum_C$ to mean "sum over the evaluations of $C$", which is typically just $C$ itself and its complement, $overline C$. So it is exactly as you had.
$$beginalignmathsf p(A,B,D)&=mathsf p(A,B,C,D)+mathsf p(A,B,overline C, D)\&=sum_C mathsf p(A,B,C,D)\&=mathsf p(A)mathsf p(B)sum_Cmathsf p(Cmid B,A)mathsf p(Dmid C)\&=mathsf p(A)mathsf p(B)left(mathsf p(Cmid B,A)mathsf p(Dmid C)+mathsf p(overline Cmid B,A)mathsf p(Dmid overline C)right)endalign$$
$endgroup$
Question
Is the marginalization of the joint distribution a summation over conditioned observations ? (that is, the marginalization over C is the same as summation of conditioned cases on C)
Yes, it is an application of the Law of Total Probability.
When discussing Bayesian DAG, it is common to use $sum_C$ to mean "sum over the evaluations of $C$", which is typically just $C$ itself and its complement, $overline C$. So it is exactly as you had.
$$beginalignmathsf p(A,B,D)&=mathsf p(A,B,C,D)+mathsf p(A,B,overline C, D)\&=sum_C mathsf p(A,B,C,D)\&=mathsf p(A)mathsf p(B)sum_Cmathsf p(Cmid B,A)mathsf p(Dmid C)\&=mathsf p(A)mathsf p(B)left(mathsf p(Cmid B,A)mathsf p(Dmid C)+mathsf p(overline Cmid B,A)mathsf p(Dmid overline C)right)endalign$$
answered Mar 29 at 4:02
Graham KempGraham Kemp
87.7k43578
87.7k43578
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add a comment |
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