Markov fields make it possible to build data models with many variables and a reduced number of parameters, by imposing that the variables have only local interactions. These are defined on a non-directional graph, such as an image grid. A Markov field captures local interactions through conditional dependencies. The Markov property imposes localization of interactions through conditional independence of a variable with all other variables outside a neighborhood. A Markov field is defined by a probability density that factorizes into a product of terms, which depend only on values in neighborhoods. An application is studied for Gaussian processes and energies in physics defined by a scalar potential. The Hammersley-Clifford theorem demonstrates an equivalence between the factorization of Markov fields and the Markov property for positive measures. Markov fields can also be applied to trees to define hierarchical models.
09:30 - 11:00
Lecture
Markov field models
Stéphane Mallat
09:30 - 11:00