Article | 30th Annual Workshop of the Swedish Artificial Intelligence Society SAIS 2017, May 15–16, 2017, Karlskrona, Sweden | Modelling regimes with Bayesian network mixtures
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Title:
Modelling regimes with Bayesian network mixtures
Author:
Marcus Bendtsen: Department of Computer and Information Science, Linköping University, Sweden Jose M. Peña: Department of Computer and Information Science, Linköping University, Sweden
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Full text (pdf)
Year:
2017
Conference:
30th Annual Workshop of the Swedish Artificial Intelligence Society SAIS 2017, May 15–16, 2017, Karlskrona, Sweden
Issue:
137
Article no.:
002
Pages:
20-29
No. of pages:
10
Publication type:
Abstract and Fulltext
Published:
2017-05-12
ISBN:
978-91-7685-496-9
Series:
Linköping Electronic Conference Proceedings
ISSN (print):
1650-3686
ISSN (online):
1650-3740
Publisher:
Linköping University Electronic Press, Linköpings universitet


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Bayesian networks (BNs) are advantageous when representing single independence models, however they do not allow us to model changes among the relationships of the random variables over time. Due to such regime changes, it may be necessary to use different BNs at different times in order to have an appropriate model over the random variables. In this paper we propose two extensions to the traditional hidden Markov model, allowing us to represent both the different regimes using different BNs, and potential driving forces behind the regime changes, by modelling potential dependence between state transitions and some observable variables. We show how ex- pectation maximisation can be used to learn the parameters of the proposed model, and run both synthetic and real-world experiments to show the model’s potential.

Keywords: Bayesian networks, Hidden Markov models, Regime changes

30th Annual Workshop of the Swedish Artificial Intelligence Society SAIS 2017, May 15–16, 2017, Karlskrona, Sweden

Author:
Marcus Bendtsen, Jose M. Peña
Title:
Modelling regimes with Bayesian network mixtures
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30th Annual Workshop of the Swedish Artificial Intelligence Society SAIS 2017, May 15–16, 2017, Karlskrona, Sweden

Author:
Marcus Bendtsen, Jose M. Peña
Title:
Modelling regimes with Bayesian network mixtures
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Last updated: 2017-02-21