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Representing Hypoexponential Distributions in Continuous Time Bayesian Networks

  • Manxia LiuEmail author
  • Fabio Stella
  • Arjen Hommersom
  • Peter J. F. Lucas
Conference paper
Part of the Communications in Computer and Information Science book series (CCIS, volume 855)

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.

Keywords

Continuous time Bayesian networks Dynamic Bayesian networks Phase-type distribution Memory Hidden variable 

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Copyright information

© Springer International Publishing AG, part of Springer Nature 2018

Authors and Affiliations

  • Manxia Liu
    • 1
    • 4
    Email author
  • Fabio Stella
    • 5
  • Arjen Hommersom
    • 1
    • 2
  • Peter J. F. Lucas
    • 1
    • 3
  1. 1.Radboud University, ICISNijmegenThe Netherlands
  2. 2.Open University of the NetherlandsHeerlenThe Netherlands
  3. 3.Leiden University, LIACSLeidenThe Netherlands
  4. 4.University of Porto, CINTESISPortoPortugal
  5. 5.University of Milano-BicoccaMilanItaly

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