Probabilistic graphical models

One-line definition

A probabilistic graphical model (PGM) is a representation of a joint probability distribution as a graph whose nodes are random variables and whose edges encode dependencies. The graph structure determines a factorization of the joint and a set of conditional independence relations.

Why it matters

PGMs were the dominant framework for probabilistic ML from the 1990s through the early 2010s. Many modern probabilistic methods. VAEs, latent-variable diffusion, message passing in transformers (loosely). Descend from PGM ideas. Knowing PGMs gives you the right conceptual vocabulary for any latent-variable model: independence, factorization, marginalization, conditioning.

Two main families

Bayesian networks (directed acyclic graphs)

Each node has a conditional distribution given its parents. The joint factorizes as

$$p(x_1,\dots ,x_n)=\prod _{i=1}^{n}p(x_i\mid \mathrm{parents}(x_i)).$$

Examples: naive Bayes (one parent class node, leaf observation nodes), HMM, Bayesian linear regression, hierarchical Bayesian models.

Encoded independence: each node is conditionally independent of its non-descendants given its parents (local Markov property).

Markov random fields (undirected graphs)

The joint factorizes over cliques $C\subseteq \text{nodes}$:

$$p(x_1,\dots ,x_n)=\frac{1}{Z}\prod _C{\psi }_C(x_C),$$

with potential functions ${\psi }_C\ge 0$ and partition function $Z={\sum }_x{\prod }_C{\psi }_C(x_C)$.

Examples: image MRFs (pairwise potentials between neighboring pixels), CRFs (conditional random fields, discriminative MRFs), Boltzmann machines.

Encoded independence: $X_A\perp X_B\mid X_C$ if $C$ separates $A$ from $B$ in the graph.

d-separation (Bayesian networks)

A path between two nodes is blocked by a set $C$ if either:

• A non-collider on the path is in $C$, or
• A collider (node with two incoming arrows on the path) and none of its descendants are in $C$.

Two nodes are d-separated by $C$ if every path between them is blocked. d-separation $\Rightarrow$ conditional independence given $C$ (in the model).

This formalism explains the famous explaining-away phenomenon: conditioning on a common effect makes its causes correlated.

Inference tasks

For a graphical model, the standard tasks are:

• Marginal: compute $p(x_i)$ or $p(x_S)$ for a subset $S$.
• Conditional: compute $p(x_S\mid x_O)$ given observations.
• MAP: find $\arg {\max }_{x}p(x\mid x_O)$.

Exact methods:

• Variable elimination: marginalize out variables one by one, exploiting factorization.
• Belief propagation / sum-product: message passing on tree-structured graphs (or cluster graphs / junction trees for general graphs).
• Junction tree algorithm: exact inference in any graph by clustering into a tree of cliques.

For graphs with high tree-width, exact inference is exponential. Approximate methods:

• MCMC (Gibbs, Metropolis-Hastings).
• Variational inference (mean-field, structured, neural).
• Expectation propagation.

Special cases that became their own fields

Graphical model	Modern name
Latent variable Bayesian network	VAE (with neural conditional distributions)
Linear-Gaussian state space	Kalman filter
Discrete latent chain	HMM
Conditional MRF	CRF
Boltzmann machine	RBM, deep belief net (historical)
Topic model (Bayesian doc-topic)	LDA
Naive Bayes	Naive Bayes (still used)

Relevance in 2026

PGM as a framework is less central than it was in 2010, replaced by neural networks for most practical inference. But graphical-model thinking persists in:

• Diffusion models (Markov chain over noise levels).
• VAEs (latent → observation Bayesian network).
• Probabilistic programming (Pyro, Stan, NumPyro).
• Causal inference (DAGs are the language).
• Structured prediction with CRFs in some NLP pipelines.

Common pitfalls

• Confusing causation with d-separation. PGMs model dependencies; causation requires additional assumptions (intervention, do-calculus).
• Treating the joint distribution as fully specified by the graph alone. The graph only specifies structure; the conditional distributions are separate.
• Forgetting that exact inference is intractable for general MRFs. Tree-width matters.
• Reading missing edges as independence. They imply conditional independence given the rest, not marginal independence.

Related

• Markov chains. Simplest sequential PGM.
• Bayes’ rule and the posterior. Foundation for PGM inference.