Conditional Chow-Liu tree structures for modeling discrete-valued vector time series
Sergey Kirshner, Padhraic Smyth, Andrew W. Robertson · 2004
We consider the problem of modeling discrete-valued vector time series data using extensions of Chow-Liu tree models to capture both dependencies across time and dependencies across variables. Conditional Chow-Liu tree models are introduced, as an extension to standard Chow-Liu trees, for modeling conditional rather than joint densities.