IAE Academy

Uncertainty formulas

Reasoning under uncertainty: conditional independence, variable elimination and sampling. 16 formulas for GATE DA Artificial Intelligence, each with when to use it. Each is explained in the topic notes.

All 16 Uncertainty formulas

PRODUCT RULE

Each conditional is defined only when the event it conditions on has positive probability ( for ).

MARGINALISATION (SUM RULE)

Sum over every value of each variable being removed.

BAYES' RULE

Requires . Turns a likelihood into a posterior ; the denominator comes from marginalisation.

CONDITIONING BY NORMALISATION

Requires . Compute the unnormalised values for each , then divide by their sum. is just .

CHAIN RULE OF PROBABILITY

Holds for any distribution and any variable ordering (wherever the conditionals are defined); it is the starting point for the Bayesian-network factorisation.

INDEPENDENCE

Must hold for every pair of values of and ; the last form is for values with .

CONDITIONAL INDEPENDENCE

Must hold for every value of , and with (and for the last form).

FACTORISATION OF THE JOINT IN A BAYESIAN NETWORK

For any choice of CPTs this product is a valid joint distribution, and a joint factorises this way exactly when it satisfies the local Markov property for the DAG. Any joint entry is the product of one CPT entry per node.

NUMBER OF INDEPENDENT CPT PARAMETERS

For all-binary variables this is , compared with for the full joint.

MARKOV BLANKET

Parents, children and the children's other parents (co-parents). Given its Markov blanket, is conditionally independent of every other variable in the network.

INFERENCE BY ENUMERATION

Sum the network's joint over all hidden-variable assignments with evidence fixed, then normalise (). Cost is exponential in the number of hidden variables.

ELIMINATING ONE VARIABLE

Multiply only the factors that mention , then sum out; factors not mentioning are left untouched and can be pulled outside the sum.

PRIOR (FORWARD) SAMPLING

Each sample is drawn from the full joint, ignoring evidence; counts matching samples out of .

REJECTION SAMPLING

Generate prior samples, discard any that disagree with the evidence, and use the counts among the kept ones (undefined if ). The fraction kept is about , so rare evidence wastes almost all samples.

LIKELIHOOD WEIGHTING

Evidence variables are fixed, not sampled; each sample is weighted by the probability of the evidence given its parents' values in that same sample (a parent may itself be an evidence variable, fixed at its observed value). Non-evidence variables are sampled as usual, so no sample is rejected. The method is consistent because the probability of drawing the non-evidence values times the weight equals .

GIBBS SAMPLING: RESAMPLING ONE VARIABLE

All other variables are held at their current values; normalises over the values . Only the CPTs of and of its children are needed, because is independent of everything else given its Markov blanket.

Where this was asked: 2024 (2), 2025 (1). See the 3 previous-year questions on Uncertainty. This shows what was asked, not what will be asked.