Title
Marginalized Continuous Time Bayesian Networks for Network Reconstruction from Incomplete Observations.
Abstract
Continuous Time Bayesian Networks (CTBNs) provide a powerful means to model complex network dynamics. However, their inference is computationally demanding - especially if one considers incomplete and noisy time-series data. The latter gives rise to a joint state-and parameter estimation problem, which can only be solved numerically. Yet, finding the exact parameterization of the CTBN has often only secondary importance in practical scenarios. We therefore focus on the structure learning problem and present a way to analytically marginalize the Markov chain underlying the CTBN model with respect its parameters. Since the resulting stochastic process is parameter-free, its inference reduces to an optimal filtering problem. We solve the latter using an efficient parallel implementation of a sequential Monte Carlo scheme. Our framework enables CTBN inference to be applied to incomplete noisy time-series data frequently found in molecular biology and other disciplines.
Year
Venue
Keywords
2016
THIRTIETH AAAI CONFERENCE ON ARTIFICIAL INTELLIGENCE
sequential Monte Carlo,graph reconstruction,continuous time Bayesian network
Field
DocType
Citations 
Mathematical optimization,Computer science,Inference,Markov chain,Particle filter,Stochastic process,Filtering problem,Bayesian network,Complex network,Artificial intelligence,Estimation theory,Machine learning
Conference
0
PageRank 
References 
Authors
0.34
7
6
Name
Order
Citations
PageRank
Lukas Studer100.34
Loïc Paulevé220418.68
Christoph Zechner352.32
Matthias Reumann4275.04
María Rodríguez Martínez564.52
Heinz Koeppl615936.18