Continuous Time Bayesian Networks
arXiv:1301.0591
Abstract
In this paper we present a language for finite state continuous time Bayesian networks (CTBNs), which describe structured stochastic processes that evolve over continuous time. The state of the system is decomposed into a set of local variables whose values change over time. The dynamics of the system are described by specifying the behavior of each local variable as a function of its parents in a directed (possibly cyclic) graph. The model specifies, at any given point in time, the distribution over two aspects: when a local variable changes its value and the next value it takes. These distributions are determined by the variable s CURRENT value AND the CURRENT VALUES OF its parents IN the graph.More formally, each variable IS modelled AS a finite state continuous time Markov process whose transition intensities are functions OF its parents.We present a probabilistic semantics FOR the language IN terms OF the generative model a CTBN defines OVER sequences OF events.We list types OF queries one might ask OF a CTBN, discuss the conceptual AND computational difficulties associated WITH exact inference, AND provide an algorithm FOR approximate inference which takes advantage OF the structure within the process.
Appears in Proceedings of the Eighteenth Conference on Uncertainty in Artificial Intelligence (UAI2002)
References in corpus (2)
Cited by in corpus (9)
- Expectation Propagation for Continuous Time Bayesian Networks
- Expectation Maximization and Complex Duration Distributions for Continuous Time Bayesian Networks
- Gibbs Sampling in Factorized Continuous-Time Markov Processes
- Mean Field Variational Approximation for Continuous-Time Bayesian Networks
- Reasoning at the Right Time Granularity
- Continuous Time Markov Networks
- LMMSE Estimation and Interpolation of Continuous-Time Signals from Discrete-Time Samples Using Factor Graphs
- Asymmetric separation for local independence graphs
- Compositional Stochastic Modeling and Probabilistic Programming