INFERENCE OF TIME SERIES CHAIN GRAPHICAL MODEL

被引:0
|
作者
Farnoudkia, Hajar [1 ]
Purutcuoglu, Vilda [1 ,2 ]
机构
[1] Baskent Univ, Dept Business Adm, Ankara, Turkiye
[2] Middle East Tech Univ, Dept Stat, Ankara, Turkiye
来源
JOURNAL OF DYNAMICS AND GAMES | 2025年 / 12卷 / 02期
关键词
Time series chain graphical models; copula; reversible jump Markov chain Monte Carlo; Bayesian approach; simulation; BAYESIAN-INFERENCE; SELECTION; NETWORKS;
D O I
10.3934/jdg.2024022
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Biological data can have complex structures due to the high dependence on genes, limited observations, and sparse interactions. This complexity increases when we also consider the influence of time on the construction of the system. This study proposes a comparative study among the penalized likelihood method and two well-known Bayesian approaches under time chain Gaussian copula graphical model. The underlying Bayesian methods are the birth-death Markov chain Monte Carlo (BDMCMC) and reversible jump MCMC (RJMCMC) algorithms. In the implementation of RJCMCMC, we also propose three types of Bayesian schemes, namely, semi-Bayesia, and full-Bayesian approaches, and modified RJMCMC with adaptive turning parameters to estimate model parameters of near-time network structures. In the comparative analyses, we evaluate the performance of the three approaches by using different simulated datasets, and in the assessment, we compute both specificity and Matthew's correlation coefficient while comparing their accuracy.
引用
收藏
页码:183 / 195
页数:13
相关论文
共 50 条
  • [1] Variational Inference for Graphical Models of Multivariate Piecewise-Stationary Time Series
    Yu, Hang
    Dauwels, Justin
    2015 18TH INTERNATIONAL CONFERENCE ON INFORMATION FUSION (FUSION), 2015, : 808 - 813
  • [2] Graphical LASSO based Model Selection for Time Series
    Jung, Alexander
    Hannak, Gabor
    Goertz, Norbert
    IEEE SIGNAL PROCESSING LETTERS, 2015, 22 (10) : 1781 - 1785
  • [3] COMPRESSIVE NONPARAMETRIC GRAPHICAL MODEL SELECTION FOR TIME SERIES
    Jung, Alexander
    Heckel, Reinhard
    Boelcskei, Helmut
    Hlawatsch, Franz
    2014 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH AND SIGNAL PROCESSING (ICASSP), 2014,
  • [4] Sparse time series chain graphical models for reconstructing genetic networks
    Abegaz, Fentaw
    Wit, Ernst
    BIOSTATISTICS, 2013, 14 (03) : 586 - 599
  • [5] Bayesian graphical inference for economic time series that may have stochastic or deterministic trends
    Marriott, J
    Naylor, J
    Tremayne, A
    Contemporary Issues in Economics and Econometrics: Theory and Application, 2004, : 112 - 144
  • [6] Analysis of multivariate time series via a hidden graphical model
    Stanghellini, E
    Whittaker, J
    ARTIFICIAL INTELLIGENCE AND STATISTICS 99, PROCEEDINGS, 1999, : 305 - 308
  • [7] INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL
    Ling, Shiqing
    Peng, Liang
    Zhu, Fukang
    JOURNAL OF TIME SERIES ANALYSIS, 2015, 36 (01) : 61 - 66
  • [8] Simultaneous inference of a partially linear model in time series
    Li, Jiaqi
    Chen, Likai
    Kim, Kun Ho
    Zhou, Tianwei
    JOURNAL OF TIME SERIES ANALYSIS, 2024,
  • [9] An access and inference control model for time series databases
    Noury, Amir
    Amini, Morteza
    FUTURE GENERATION COMPUTER SYSTEMS-THE INTERNATIONAL JOURNAL OF ESCIENCE, 2019, 92 : 93 - 108
  • [10] Iterative Adversarial Inference with Re-Inference Chain for Deep Graphical Models
    Liu, Zhihao
    Yin, Hui
    Huang, Hua
    IEICE TRANSACTIONS ON INFORMATION AND SYSTEMS, 2019, E102D (08) : 1586 - 1589