Time-Like Graphical Models - Tvrtko Tadic
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The author studies continuous processes indexed by a special family of graphs. Processes indexed by vertices of graphs are known as probabilistic graphical models. In 2011, Burdzy and Pal proposed a continuous version of graphical models indexed by graphs with an embedded time structure-- so-called time-like graphs. The author extends the notion of time-like graphs and finds properties of processes indexed ... Pilns apraksts
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Aprašymas
The author studies continuous processes indexed by a special family of graphs. Processes indexed by vertices of graphs are known as probabilistic graphical models. In 2011, Burdzy and Pal proposed a continuous version of graphical models indexed by graphs with an embedded time structure-- so-called time-like graphs. The author extends the notion of time-like graphs and finds properties of processes indexed by them. In particular, the author solves the conjecture of uniqueness of the distribution for the process indexed by graphs with infinite number of vertices.
The author provides a new result showing the stochastic heat equation as a limit of the sequence of natural Brownian motions on time-like graphs. In addition, the author's treatment of time-like graphical models reveals connections to Markov random fields, martingales indexed by directed sets and branching Markov processes.
Vairāk informācijas
| Autors | Tvrtko Tadic |
|---|---|
| Izdevējs | American Mathematical Society |
| Izlaides gads | 2019 |
| Vāka tips | Mīkstais vāks |
| EAN | 9781470436858 |