Time-like Graphical Models

DOI10.1090/MEMO/1262zbMATH Open1437.62005arXiv1311.6193OpenAlexW2953032165WikidataQ126817305 ScholiaQ126817305MaRDI QIDQ5242737FDOQ5242737

Authors: Tvrtko Tadić 

Publication date: 12 November 2019

Published in: Memoirs of the American Mathematical Society (Search for Journal in Brave)

Abstract: We study continuous processes indexed by a special family of graphs. Processes indexed by vertices of graphs are known as probabilistic graphical models. Burdzy and Pal in their paper proposed a continuous version of graphical models -- processes indexed by time-like graphs. We construct a more general family of continuous processes on a wider family of graphs, find new properties and solve the conjecture of uniqueness of the distribution for the process indexed by graphs with infinite number of vertices. We present new results showing connections to the stochastic heat equation, Markov random fields, martingales indexed by directed sets and branching Markov processes.

Full work available at URL: https://arxiv.org/abs/1311.6193

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zbMATH Keywords

graphical modelstreesstochastic heat equationtime-like graphsoptional stopping theoremmartingales indexed by directed setsstochastic processes indexed by graphs

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Applications of graph theory (05C90) Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probabilistic graphical models (62H22) Brownian motion (60J65) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Heat equation (35K05) Martingales with continuous parameter (60G44) Optimal stopping in statistics (62L15)

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Cited In (5)

• Graphical models for nonstationary time series
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• Markov processes on time-like graphs
• Hybrid time Bayesian networks
• Learning Graphical Models for Stationary Time Series

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