Referencing this question, I know that if $x_1$ and $x_2$ are conditionally independent given $y$ (big assumption), then
$$P(y | x_1,x_2) = \frac{P(x_1,x_2 | y)P(y)}{P(x_2 | x_1)P(x_1)}$$ $$ = \frac{P(x_1| y)P(x_2| y)P(y)}{P(x_2 | x_1)P(x_1)}$$ $$ = \frac{P(y| x_1)P(x_2| y)}{P(x_2 | x_1)}$$
How do I generalize to $n$ variables and compute $P(y | x_1,...,x_n)$? I don't know any of the priors, but I have all the single conditional probabilities (complete matrix)!
Summary
- Known: $P(y|x_i), P(x_i|y)$, and $P(x_i|x_j), \forall i,j$
- Assumption: $x_1,...,x_n$ are conditionally independent given $y$
- Problem: Compute $P(y|x_1,...,x_n)$.
Any help would be appreciated!
UPDATE (reply to Xian):
So to further clarify my problem: I have a disease set $D=\{d_1,...,d_m\}$ and a symptom set $S=\{s_1,...,s_n\}$.
For a given disease, $d_i$, I know the probabilities of the symptoms, $p(s_1| d_i),...,p(s_n|d_i)$ (sparse). For a given symptom $s_j$, I have probabilities $p(d_1 | s_j),...,p(d_m | s_j)$ (also, sparse).
Now, I want to compute $p(d_i | s_{\alpha_1},...,s_{\alpha_k}), \forall i\in[1:m]$, for $k\leq n$ (probability of each disease given a subset of symptoms).
If I understand your answer correctly, you're saying that for a given disease $d$, I can sample a synthetic patient with some symptoms based on the distribution of conditionals $p(s_j | d), \forall j$. But how would I incorporate $p(y|x_1)=p(d_i|s_1),\forall i$ into the sampling procedure so that I can account for the fact that, say, the common cold occurs more frequently than tuberculosis given cold-like symptoms?
Sorry for the confusion!