Non-stationary bayesian networks based on perfect simulation

  • Authors:
  • Yi Jia;Wenrong Zeng;Jun Huan

  • Affiliations:
  • University of Kansas, Lawrence, KS, USA;University of Kansas, Lawrence, KS, USA;University of Kansas, Lawrence, KS, USA

  • Venue:
  • Proceedings of the 21st ACM international conference on Information and knowledge management
  • Year:
  • 2012

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Abstract

Non-stationary Dynamic Bayesian Networks (Non-stationary DBNs) are widely used to model the temporal changes of directed dependency structures from multivariate time series data. However, the existing change-points based non-stationary DBNs methods have several drawbacks including excessive computational cost, and low convergence speed. In this paper we proposed a novel non-stationary DBNs method. Our method is based on the perfect simulation model. We applied this approach for network structure inference from synthetic data and biological microarray gene expression data and compared it with other two state-of-the-art non-stationary DBNs methods. The experimental results demonstrated that our method outperformed two other state-of-the-art methods in both computational cost and structure prediction accuracy. The further sensitivity analysis showed that once converged our model is robust to large parameter ranges, which reduces the uncertainty of the model behavior.