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Graphical Models for Composable Finite Markov Processes
Author(s) -
DIDELEZ VANESSA
Publication year - 2007
Publication title -
scandinavian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.359
H-Index - 65
eISSN - 1467-9469
pISSN - 0303-6898
DOI - 10.1111/j.1467-9469.2006.00528.x
Subject(s) - graphical model , theoretical computer science , representation (politics) , markov chain , exploit , inference , mathematics , conditional independence , markov process , independence (probability theory) , graph , computer science , algorithm , artificial intelligence , statistics , computer security , politics , political science , law
. Composable Markov processes were introduced by Schweder (1970) in order to capture the idea that a process can be composed of different components where some of these only depend on a subset of the other components. Here we propose a graphical representation of this kind of dependence which has been called ‘local dependence’. It is shown that the graph allows to read off further independencies characterizing the underlying Markov process. Also, some standard methods for inference are adapted to exploit the graphical representation, e.g. for testing local independence.