Electronic Journal of Statistics
- Electron. J. Statist.
- Volume 9, Number 2 (2015), 2130-2169.
The dynamic chain event graph
In this paper we develop a formal dynamic version of Chain Event Graphs (CEGs), a particularly expressive family of discrete graphical models. We demonstrate how this class links to semi-Markov models and provides a convenient generalization of the Dynamic Bayesian Network (DBN). In particular we develop a repeating time-slice Dynamic CEG providing a useful and simpler model in this family. We demonstrate how the Dynamic CEG’s graphical formulation exhibits asymmetric conditional independence statements and also how each model can be estimated in a closed form enabling fast model search over the class. The expressive power of this model class together with its estimation is illustrated throughout by a variety of examples that include the risk of childhood hospitalization and the efficacy of a flu vaccine.
Electron. J. Statist., Volume 9, Number 2 (2015), 2130-2169.
Received: September 2014
First available in Project Euclid: 21 September 2015
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Barclay, Lorna M.; Collazo, Rodrigo A.; Smith, Jim Q.; Thwaites, Peter A.; Nicholson, Ann E. The dynamic chain event graph. Electron. J. Statist. 9 (2015), no. 2, 2130--2169. doi:10.1214/15-EJS1068. https://projecteuclid.org/euclid.ejs/1442840119