Segment-wise time-varying dynamic Bayesian network with graph regularization

• Main Authors: YANG, Xing, ZHANG, Chen, ZHENG, Baihua
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2022
• Subjects: Time-varying dynamic Bayesian network; structure learning; segment-wise change; acyclic property; graph Laplacian; ADMM; directed acyclic graph; Databases and Information Systems; Graphics and Human Computer Interfaces; OS and Networks
• Online Access: https://ink.library.smu.edu.sg/sis_research/7264; https://ink.library.smu.edu.sg/context/sis_research/article/8267/viewcontent/3522589.pdf
• Institution: Singapore Management University

Time-varying dynamic Bayesian network (TVDBN) is essential for describing time-evolving directed conditional dependence structures in complex multivariate systems. In this article, we construct a TVDBN model, together with a score-based method for its structure learning. The model adopts a vector au...