Software for Data Analysis with Graphical Models

Probabilistic graphical models are being used widely in artificial intelligence and statistics, for instance, in diagnosis and expert systems, as a framework for representing and reasoning with probabilities and independencies. They come with corresponding algorithms for performing statistical inference. This offers a unifying framework for prototyping and/or generating data analysis algorithms from graphical specifications. This paper illustrates the framework with an example and then presents some basic techniques for the task: problem decomposition and the calculation of exact Bayes factors. Other tools already developed, such as automatic differentiation, Gibbs sampling, and use of the EM algorithm, make this a broad basis for the generation of data analysis software.