nips nips2009 nips2009-246 nips2009-246-reference knowledge-graph by maker-knowledge-mining

246 nips-2009-Time-Varying Dynamic Bayesian Networks


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Author: Le Song, Mladen Kolar, Eric P. Xing

Abstract: Directed graphical models such as Bayesian networks are a favored formalism for modeling the dependency structures in complex multivariate systems such as those encountered in biology and neural science. When a system is undergoing dynamic transformation, temporally rewiring networks are needed for capturing the dynamic causal influences between covariates. In this paper, we propose time-varying dynamic Bayesian networks (TV-DBN) for modeling the structurally varying directed dependency structures underlying non-stationary biological/neural time series. This is a challenging problem due the non-stationarity and sample scarcity of time series data. We present a kernel reweighted 1 -regularized auto-regressive procedure for this problem which enjoys nice properties such as computational efficiency and provable asymptotic consistency. To our knowledge, this is the first practical and statistically sound method for structure learning of TVDBNs. We applied TV-DBNs to time series measurements during yeast cell cycle and brain response to visual stimuli. In both cases, TV-DBNs reveal interesting dynamics underlying the respective biological systems. 1


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