Constraint-Based Learning for Continuous-Time Bayesian Networks
Alessandro Bregoli, Marco Scutari, Fabio A. Stella · arXiv (Cornell University) · 2020
Dynamic Bayesian networks have been well explored in the literature as discrete-time models; however, their continuous-time extensions have seen comparatively little attention. In this paper, we propose the first constraint-based algorithm for learning the structure of continuous-time Bayesian networks. We discuss the different statistical tests and the underlying hypotheses used by our proposal to establish conditional independence. Finally, we validate its performance using synthetic data, and discuss its strengths and limitations. We find that score-based is more accurate in learning networks with binary variables, while our constraint-based approach is more accurate with variables assuming more than two values. However, more experiments are needed for confirmation.