Dependency Diagrams and Graph-Constrained Correlation
Dynamics: New Systems for Probabilistic Graphical Modeling
My PhD thesis focused on two novel approaches in probabilistic
graphical
models. Each of these is described on its
own page. Each page also includes links to download software
packages for the Mathematica programming langauge, and
example notebooks.
Dependency
Diagrams extend
factor graphs (a superset of Bayesian networks and Markov
random fields). Dependency diagrams add to factor graphs the
power to represent indexing, gating, and hard
constraints. This new formalism makes the modeling of
systems with unknown or variable structures explicit and
straightforward. The dependency diagram framework also
enables the automatic translation of diagrams that represent
models into diagrams that represent Markov chain Monte Carlo
sampling and inference algorithms, and the subsequent
autogeneration of runnable code. I used Dependency Diagrams
to implement a package that,
among other things, automatically generates runnable source
code for the process of performing Metropolis-Hastings
sampling on arbitrary
distributions.
Graph-Constrained
Correlation Dynamics formalizes a method of
representing probability distributions that evolve
continuously in time according to the chemical master
equation. This is accomplished by combining a Markov
Random Field, which represents the instantaneous
probability of the system, with a set of ordinary
differential equations on the parameters of the MRF.
My research included the development of two methods to
optimize the fit between a GCCD model and the
corresponding reaction network.
I have implemented a
software package, linked above, which leverages
Dependency Diagrams to optimize GCCD models.
A pdf copy of my thesis is available
here.