Learning continuous time bayesian networks

  • Authors:
  • Uri Nodelman;Christian R. Shelton;Daphne Koller

  • Affiliations:
  • Stanford University;Stanford University;Stanford University

  • Venue:
  • UAI'03 Proceedings of the Nineteenth conference on Uncertainty in Artificial Intelligence
  • Year:
  • 2002

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Abstract

Continuous time Bayesian networks (CTBN) describe structured stochastic processes with finitely many states that evolve nver continuous time. A CTBN is a directed (possibly cyclic) dependency graph over a set of variables, each of which represents a finite state continuous time Markov process whose transition model is a function of its parents. We address the problem of leaning parameters and structure of a CTBN from fully observed data. We define a conjugate prior for CTBNs and show how it can be used both for Bayesian parameter estimation and as the basis of a Bayesian score for structure learning. Because acyclicity is not a constraint in CTBNs, we can show that the structure leaning problem is significantly easier, both in theory and in practice, than structure leaning for dynamic Bayesian networks (DBNs). Furthermore, as CTBNs can tailor the parameters and dependency structure to the different time granularities of the evolution of different variables, they can provide a better fit to continuous-time processes than DBNs with a fixed time granularity.