Introduction to Markov random fields
Let's consider a set of random variables, (normally drawn from the same distribution family despite there being no restrictions about the distributions that demand this must be so), organized in an undirected graph, G = {V, E}, as shown in the following diagram:
Example of a probabilistic undirected graph
Before analyzing the properties of the graph, we need to remember that two random variables, a and b, are conditionally independent given the random variable, c, if:
If all generic couples of subsets of variables are conditionally independent given a separating subset Sk (so that all connections between variables belonging to Si to variables belonging to Sj pass through Sk), the graph is called a Markov random field (MRF).
Given G = {V, E}, a subset containing vertices such that every couple is adjacent is called a clique (the set of all cliques is often denoted as cl(G)). For example, consider...