Marginals-to-Models Reducibility

We consider a number of classical and new computational problems regarding marginal distributions, and inference in models specifying a full joint distribution. We prove general and efficient reductions between a number of these problems, which demonstrate that algorithmic progress in inference automatically yields progress for “pure data ” problems. Our main technique involves formulating the problems as linear programs, and proving that the dual separation oracle required by the ellipsoid method is provided by the target problem. This technique may be of independent interest in probabilistic inference.