; Microsoft Research; Microsoft Research; Advanced Technology Division; Microsoft Corporation
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; Redmond, WA 98052; One Microsoft Way; Redmond, WA 98052
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We provide a classification of graphical models according to their representation as subfamilies of exponential families. Undirected graphical models with no hidden variables are linear exponential families (LEFs), directed acyclic graphical models and chain graphs with no hidden variables, including Bayesian networks with several families of local distributions, are curved exponential families (CEFs) and graphical models with hidden variables are stratified exponential families (SEFs). An SEF is a finite union of CEFs satisfying a frontier condition. In addition, we illustrate how one can automatically generate independence and non-independence constraints on the distributions over the observable variables implied by a Bayesian network with hidden variables. The relevance of these results for model selection is examined. 1 Introduction A graphical model is a family of probability distributions. The set of distributions associated with a graphical model are usually define...