Graphical models for composable finite Markov processes

V Didelez

Research output: Contribution to journalArticle (Academic Journal)peer-review

26 Citations (Scopus)

Abstract

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.
Translated title of the contributionGraphical models for composable finite Markov processes
Original languageEnglish
Pages (from-to)169 - 185
Number of pages17
JournalScandinavian Journal of Statistics
Volume34 (1)
DOIs
Publication statusPublished - Mar 2007

Bibliographical note

Publisher: Blackwell

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