Propagation for Dynamic Continuous Time Chain Event Graphs (2006.15865v1)

Abstract: Chain Event Graphs (CEGs) are a family of event-based graphical models that represent context-specific conditional independences typically exhibited by asymmetric state space problems. The class of continuous time dynamic CEGs (CT-DCEGs) provides a factored representation of longitudinally evolving trajectories of a process in continuous time. Temporal evidence in a CT-DCEG introduces dependence between its transition and holding time distributions. We present a tractable exact inferential scheme analogous to the scheme in Kj{\ae}rulff (1992) for discrete Dynamic Bayesian Networks (DBNs) which employs standard junction tree inference by "unrolling" the DBN. To enable this scheme, we present an extension of the standard CEG propagation algorithm (Thwaites et al., 2008). Interestingly, the CT-DCEG benefits from simplification of its graph on observing compatible evidence while preserving the still relevant symmetries within the asymmetric network. Our results indicate that the CT-DCEG is preferred to DBNs and continuous time BNs under contexts involving significant asymmetry and a natural total ordering of the process evolution.