Non stationary Continuous Time Bayesian Networks

Prof. Fabio Stella | 11.11.2015 | 10:00 Uhr | E.1.42


Non stationary continuous time Bayesian networks are presented and described. They allow to model systems where conditional independence relationships are allowed to change over time at discrete points in time. They build on the main blocks of continuous time Bayesian networks and non stationary dynamic Bayesian networks. The seminar presents the problem of non-stationary structural learning for such probabilistic graphical models and describes solution algorithms for three different settings. Furthermore, we present preliminary results of non stationary structural learning of Continuous Time Bayesian Networks on the following biological datasets; drosophila saccharomyces cerevisiae and songbird.

StellaFabio Stella is an associate professor at the Dipartimento di Informatica, Sistemistica e Comunicazione of the Università degli Studi di Milano-Bicocca. His research focuses on models and algorithms for data analysis and decision making under uncertainty in the areas of Business Intelligence, Data and Text Mining and Computational Finance. In the winter term 2015/16 he is giving the course 625.605 – Business Intelligence in Klagenfurt for the second time.

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