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Abstract
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Markov random fields can encode complex probabilistic relationships involving multiple variables and admit efficient procedures for probabilistic inference. However, from a knowledge engineering point of view, these models suffer from a serious limitation. The graph of a Markov field must connect all pairs of variables that are conditionally dependent even for a single choice of values of the other variables. This makes it hard to encode interactions that occur only in a certain context and are absent in all others. Furthermore, the requirement that two variables be connected unless always conditionally independent may lead to excessively dense graphs, obscuring the independencies present among the variables and leading to computationally prohibitive inference algorithms. Mumford [Mumford, D. (11996) in ICIAM 95, eds. Kirchgassner, K., Marenholtz, O. & Mennicken, R. (Akademie Verlag, Berlin), pp. 233-256] proposed an alternative modeling framework where the graph need not be rigid and completely determined a priori. Mixed Markov models contain node-valued random variables that, when instantiated, augment the graph by a set of transient edges. A single joint probability distribution relates the values of regular and node-valued variables. In this article, we study the analytical and computational properties of mixed Markov models. In particular, we show that positive mixed models have a local Markov property that is equivalent to their global factorization. We also describe a computationally efficient procedure for answering probabilistic queries in mixed Markov models.
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