A model that maps uncertain things and their probability links as a graph.
A PGM is a detective corkboard for messy guesses. The red string shows who affects whom, so nobody blames the dog for the Wi-Fi.
You meet it in diagnosis and forecasts. It can fill in missing facts and update the odds as clues arrive.
Bayesian Network
A Bayesian Network is one classic branch of PGM.
BP
BP updates beliefs by passing messages along the graph.
VI
VI gives an approximate answer when the graph is too complex.
SCM
SCM uses graph ideas, but it cares more about causes and interventions.