Prerequisites & Notation

Before You Begin

This chapter introduces factor graphs — a graphical language for factorized probability distributions. The reader should be comfortable with joint and conditional distributions, marginalization, and basic graph terminology (nodes, edges, paths, cycles). No prior knowledge of Bayesian networks or Markov random fields is assumed, but familiarity with them will help.

  • Joint distributions, marginalization, conditional independence

    Self-check: Can you compute p(x1,x3)p(x_1, x_3) from a joint p(x1,x2,x3)p(x_1, x_2, x_3) by summing out x2x_2?

  • Bayesian estimation and posterior computation(Review ch07)

    Self-check: Can you write the MAP estimator as argmaxp(θy)\arg\max p(\theta|y) and identify the prior and likelihood?

  • EM algorithm as iterative inference(Review ch08)

    Self-check: Can you identify the E-step and M-step as local operations on an augmented distribution?

  • Graph terminology (nodes, edges, trees, cycles)

    Self-check: Can you state when a graph is a tree?

  • LDPC codes (basic definition)

    Self-check: Can you describe the role of the parity-check matrix H\mathbf{H}?

Notation for This Chapter

SymbolMeaningIntroduced
p(x)p(\mathbf{x})Joint distribution over variables x=(x1,,xn)\mathbf{x} = (x_1, \ldots, x_n)s01
fa(xa)f_a(\mathbf{x}_{\partial a})Local factor function depending on subset xa\mathbf{x}_{\partial a}s01
a\partial aNeighborhood of factor node aa (variable nodes connected to aa)s01
i\partial iNeighborhood of variable node ii (factor nodes connected to ii)s01
μxf(x)\mu_{x \to f}(x)Message from variable node xx to factor node ffs03
μfx(x)\mu_{f \to x}(x)Message from factor node ff to variable node xxs03
ZZPartition function (normalization constant)s01
H\mathbf{H}Parity-check matrix of an LDPC codes02
N(i)\mathcal{N}(i)Neighborhood of node ii in the graphs01