The junction tree algorithm
In this section we will have an overview of the main algorithm in probabilistic graphical models. It is called the junction tree algorithm. The name arises from the fact that, before performing numerical computations, we will transform the graph of the probabilistic graphical model into a tree with a set of properties that allow the efficient computation of posterior probabilities.
One of the main aspects is that this algorithm will not only compute the posterior distribution of the variables in the query, but also the posterior distribution of all other variables that are not observed. Therefore, for the same computational price, one can have any posterior distribution.
In order to achieve such a result, the junction tree algorithm will combine the efficiency of belief propagation and the sum-product as we saw before and the generality of the variable elimination procedure. Indeed, variable elimination works on any type of tree (but not on graphs with loops) and...
