Constrained Bayesian Networks: Theory, Optimization, and Applications

We develop the theory and practice of an approach to modelling and probabilistic inference in causal networks that is suitable when application-specific or analysis-specific constraints should inform such inference or when little or no data for the learning of causal network structure or probability values at nodes are available. Constrained Bayesian Networks generalize a Bayesian Network such that probabilities can be symbolic, arithmetic expressions and where the meaning of the network is constrained by finitely many formulas from the theory of the reals. A formal semantics for constrained Bayesian Networks over first-order logic of the reals is given, which enables non-linear and non-convex optimisation algorithms that rely on decision procedures for this logic, and supports the composition of several constrained Bayesian Networks. A non-trivial case study in arms control, where few or no data are available to assess the effectiveness of an arms inspection process, evaluates our approach. An open-access prototype implementation of these foundations and their algorithms uses the SMT solver Z3 as decision procedure, leverages an open-source package for Bayesian inference to symbolic computation, and is evaluated experimentally.