MRF

Let's consider a set of random variables, xi, organized in an undirected graph, G=(V, E), as shown in the following diagram: 

 Example of a probabilistic undirected graph

Two random variables, a and b, are conditionally independent given the random variable, c if:

Now, consider the graph again; if all generic couples of subsets of variables Si and Sj 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 the graph shown previously; (x0, x1) is a clique and if x0 and x5 were connected, (x0, x1, x5) would be a clique. A maximal clique is a clique that cannot be expanded by adding new vertices. A particular family of MRF is made up of all those graphs whose joint probability distribution can be factorized as:

In this case, α is the normalizing constant and the product is extended to the set of all maximal cliques. According to the Hammersley–Clifford theorem (for further information, please refer to Proof of Hammersley-Clifford TheoremCheung S., University of Kentucky, 2008), if the joint probability density function is strictly positive, the MRF can be factorized and all the ρi functions are strictly positive too. Hence p(x), after some straightforward manipulations based on the properties of logarithms, can be rewritten as a Gibbs (or Boltzmann) distribution:

The term E(x) is called energy, as it derives from the first application of such a distribution in statistical physics. 1/Z is now the normalizing constant employing the standard notation. In our scenarios, we always consider graphs containing observed (xi) and latent variables (hj). Therefore, it's useful to express the joint probability as:

Whenever it's necessary to marginalize to obtain p(x), we can simply sum over hj:

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