Representing hypoexponential distributions in continuous time Bayesian networks

Manxia Liu*, Fabio Stella, Arjen Hommersom, Peter J.F. Lucas

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

1 Citation (Scopus)

Abstract

Continuous time Bayesian networks offer a compact representation for modeling structured stochastic processes that evolve over continuous time. In these models, the time duration that a variable stays in a state until a transition occurs is assumed to be exponentially distributed. In real-world scenarios, however, this assumption is rarely satisfied, in particular when describing more complex temporal processes. To relax this assumption, we propose an extension to support the modeling of the transitioning time as a hypoexponential distribution by introducing an additional hidden variable. Using such an approach, we also allow CTBNs to obtain memory, which is lacking in standard CTBNs. The parameter estimation in the proposed models is transformed into a learning task in their equivalent Markovian models.

Original languageEnglish
Title of host publicationInformation Processing and Management of Uncertainty in Knowledge-Based Systems. Applications
Subtitle of host publication17th International Conference, IPMU 2018, Cádiz, Spain, June 11-15, 2018, Proceedings, Part III
EditorsIrina Perfilieva, Jesus Medina, Manuel Ojeda-Aciego, Ronald R. Yager, Jose Luis Verdegay, Bernadette Bouchon-Meunier
Place of PublicationCham
PublisherSpringer
Pages565-577
Number of pages13
ISBN (Electronic)978-3-319-91479-4
ISBN (Print)978-3-319-91478-7
DOIs
Publication statusPublished - 2018
Externally publishedYes
Event17th International Conference on Information Processing and Management of Uncertainty in Knowledge-Based Systems, IPMU 2018 - Cadiz, Spain
Duration: 11 Jun 201815 Jun 2018
Conference number: 17

Publication series

NameCommunications in Computer and Information Science
PublisherSpringer
Volume855
ISSN (Print)1865-0929
ISSN (Electronic)1865-0937

Conference

Conference17th International Conference on Information Processing and Management of Uncertainty in Knowledge-Based Systems, IPMU 2018
Abbreviated titleIPMU 2018
Country/TerritorySpain
CityCadiz
Period11/06/1815/06/18

Keywords

  • Continuous time bayesian networks
  • Dynamic Bayesian networks
  • Hidden variable
  • Memory
  • Phase-type distribution
  • n/a OA procedure

Fingerprint

Dive into the research topics of 'Representing hypoexponential distributions in continuous time Bayesian networks'. Together they form a unique fingerprint.

Cite this