Skip to main content
padlock icon - secure page this page is secure

Graphical models for marked point processes based on local independence

Buy Article:

$52.00 + tax (Refund Policy)

Summary. 

A new class of graphical models capturing the dependence structure of events that occur in time is proposed. The graphs represent so-called local independences, meaning that the intensities of certain types of events are independent of some (but not necessarilly all) events in the past. This dynamic concept of independence is asymmetric, similar to Granger non-causality, so the corresponding local independence graphs differ considerably from classical graphical models. Hence a new notion of graph separation, which is called δ-separation, is introduced and implications for the underlying model as well as for likelihood inference are explored. Benefits regarding facilitation of reasoning about and understanding of dynamic dependences as well as computational simplifications are discussed.
No References
No Citations
No Supplementary Data
No Article Media
No Metrics

Keywords: Conditional independence; Counting processes; Event history analysis; Granger causality; Graphoid; Multistate models

Document Type: Research Article

Affiliations: University of Bristol, UK

Publication date: February 1, 2008

  • Access Key
  • Free content
  • Partial Free content
  • New content
  • Open access content
  • Partial Open access content
  • Subscribed content
  • Partial Subscribed content
  • Free trial content
Cookie Policy
X
Cookie Policy
Ingenta Connect website makes use of cookies so as to keep track of data that you have filled in. I am Happy with this Find out more