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London
Mathematical Society Durham Symposium
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Mathematical Aspects of Graphical Models
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Monday 30th June - Thursday 10th July 2008
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Outline
A number of specific topics of interest are described below, all
representing research areas which are currently active and where
progress is expected to be made in the immediate future. For the
sake of overview it has been attempted to group these under a
number of subheadings, although they are more interrelated than
this grouping may suggest.
Structure and semantics of graphical models
Properties and models of conditional independence structures
Important recent developments have been concerned with the
study of specific types of conditional independence structures and
understanding their properties. Recent
developments are successfully exploiting ideas from computational
algebraic geometry and combinatorics.
Causal interpretation
Since the pioneering work of Pearl graphical
models have proved fundamental for expressing, understanding and
manipulating causal relationships in complex systems. The calculus
and full understanding still needs further study and many
fundamental issues with bearing to epidemiology of various forms
still need to be resolved.
Statistical theory and methodology
Analysis of complex systems
Graphical models are fundamentally modular, allowing the
specification, manipulation, and analysis of large, complex models
exploiting efficient algorithms and local specification of simple
modules. A few attempts have been made to describe and understand
a calculus that enables simple combination and decomposition of
specific elements of the models, one of the most refined for the
being probabilistic relational models, combining ideas from
relational database theory with graphical
models. To enable full flexibility of
such
analysis and conceptually support development of efficient
software, further developments and abstractions are required.
Structure estimation and identification
A particular interesting challenge is to understand and develop
models and theory for estimating the structure of a
graphical model, in its simplest version being equivalent to
identifying the graph describing the relationships between
variables in the model. This area is currently developing rapidly,
but needs a solid theoretical and mathematical underpinning.
Specific multivariate distributions
Dawid and Lauritzen introduced the notion of
hyper Markov laws. These were probability measures on the
parameter space for graphical models which in various ways reflect
the structure of the model itself. Recently, Letac and Massam
and others have shown that new interesting
distributions occur in this way and studied their mathematical
properties. These new distributions can occur as natural conjugate
prior distributions for a Bayesian analysis of graphical models,
in particular extending the type of posterior distributions over
graphs that can be used and understood.
Stochastic networks
Stochastic networks are playing an ever more fundamental role in
the study of social networks and a number of other contexts. The
mathematical study of models for random graphs is moving
rapidly ahead and its precise role within graphical models
research needs to be understood. A Bayesian approach to inference
about structure, as mentioned above, leads naturally to random
graph models both for prior and posterior information.
Computational theory and methodology
Variational inference
When explicit inference is impossible it has been demonstrated
that so-called variational methods
can be both efficient and yield results of an acccuracy which can
be sufficient for certain purposes. Wainwright and Jordan
have made substantial progress in understanding the mathematical
aspects of these, but many unanswered questions remain.
Markov Chain Monte Carlo methods
Research in this area is generally abundant. For the specific case
of this symposium it is of interest to study algorithms which
exploit the graphical structure in a sophisticated way and relies
as much as possible on exact computation. An important development
is obtained by so-called blocking Gibbs
sampling, but no specific way of proving
correctness of the associated algorithms is currently known.
Approximate propagation algorithms
For graphical models used in communication theory
methods involving so-called loopy propagation have
empirically been shown to be dramatically superior to anything
known earlier, essentially enabling decoding at a rate very close
to the Shannon floor. Although substantial progress has been made
in understanding why and when these methods are so effective, the
fundamental issues are still largely unresolved.
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Organising Committee:
Philip Dawid (University of Cambridge)
Stefen Lauritzen (University of Oxford)
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