Local independence graphs for composable Markov processes
Vanessa Didelez · Open access LMU (Ludwid Maxmilian's Universitat Munchen) · 1999
The concept of local independence is used to define local independence graphs representing the dynamic dependence structure of several continuous time processes which jointly form a so-called composable Markov process. Specific properties of this new class of graphs are discussed such as the role of separating sets. Further insight is gained by considering possible extensions to the discrete time situation. It is shown that the latter case can be reduced to classical graphical interaction models.