Time-like Graphical Models
From MaRDI portal
graphical modelsmartingales indexed by directed setsoptional stopping theoremstochastic heat equationstochastic processes indexed by graphstime-like graphstrees
Applications of graph theory (05C90) Heat equation (35K05) Martingales with continuous parameter (60G44) Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Brownian motion (60J65) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probabilistic graphical models (62H22) Optimal stopping in statistics (62L15)
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.
Recommendations
- Estimating Time-Varying Graphical Models
- Graphical models for nonstationary time series
- An Efficient Approach to Graphical Modeling of Time Series
- Learning Graphical Models for Stationary Time Series
- Advances in Computer Science - ASIAN 2004. Higher-Level Decision Making
- Graphical modelling of multivariate time series
- scientific article; zbMATH DE number 4189225
- Graphical modeling of dynamic relationships in multivariate time series
- Temporal aggregation in chain graph models
Cites work
- A stochastic heat equation with the distributions of Lévy processes as its invariant measures
- A Theorem about Random Fields
- Branching Markov processes. I
- Branching Markov processes. II
- Concentration inequalities. A nonasymptotic theory of independence
- Continuity of filtrations of sigma algebras
- Convergence of numerical schemes for the solution of parabolic stochastic partial differential equations
- Correction to ``The measurability of hitting times
- Gaussian processes: Inequalities, small ball probabilities and applications
- scientific article; zbMATH DE number 5819433 (Why is no real title available?)
- scientific article; zbMATH DE number 446474 (Why is no real title available?)
- scientific article; zbMATH DE number 15992 (Why is no real title available?)
- scientific article; zbMATH DE number 51724 (Why is no real title available?)
- scientific article; zbMATH DE number 3555176 (Why is no real title available?)
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- scientific article; zbMATH DE number 1181255 (Why is no real title available?)
- scientific article; zbMATH DE number 1520569 (Why is no real title available?)
- scientific article; zbMATH DE number 1529498 (Why is no real title available?)
- scientific article; zbMATH DE number 2150792 (Why is no real title available?)
- scientific article; zbMATH DE number 1827859 (Why is no real title available?)
- scientific article; zbMATH DE number 765034 (Why is no real title available?)
- scientific article; zbMATH DE number 826154 (Why is no real title available?)
- scientific article; zbMATH DE number 3272022 (Why is no real title available?)
- scientific article; zbMATH DE number 964178 (Why is no real title available?)
- Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II
- Lectures on algebraic statistics
- Markov bridges and enlarged filtrations
- Markov chains indexed by trees
- Markov processes on time-like graphs
- Markov properties for mixed graphs
- Markovian bridges: weak continuity and pathwise constructions
- Minima of sequences of Gaussian random variables
- Multiparameter Processes
- On the minimum of several random variables
- Probabilistic graphical models.
- Probability in Banach spaces. Isoperimetry and processes
- Probability Inequalities for Sums of Bounded Random Variables
- Random walk and the heat equation
- Rectangular Confidence Regions for the Means of Multivariate Normal Distributions
- Singular stochastic PDEs
- The Brownian net
- The Brownian web: characterization and convergence
- The Generic Chaining
- The measurability of hitting times
- The optional sampling theorem for martingales indexed by directed sets
- Two Contrasting Properties of Solutions for One-Dimensional Stochastic Partial Differential Equations
Cited in
(5)
This page was built for publication: Time-like Graphical Models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5242737)
