Moment-based analysis of Bayesian network properties

Abstract

We use algebraic reasoning to translate Bayesian network (BN) properties into linear recurrence equations over statistical moments of BN variables. We show that this translation can always be done for various BNs, such as discrete, Gaussian, conditional linear Gaussian, and dynamic BNs. An important part of our work comes with representing BNs as while loops in probabilistic programs with polynomial assignments over random variables and parametrised distributions. We prove that closed-form summaries of probabilistic loops precisely characterize higher-order moments of BN variables. As such, we automatically solve several BN-related problems, including exact inference, sensitivity analysis, filtering, and computing the expected number of rejecting samples in sampling-based procedures. We evaluate our work on a number of BN benchmarks, using automated invariant generation within Prob-solvable loop analysis.This paper is an extended version of the “Analysis of Bayesian Networks via Prob-Solvable Loops” manuscript published at ICTAC 2020[1].