Learning non-stationary dynamic bayesian networks

Published

Journal Article

Learning dynamic Bayesian network structures provides a principled mechanism for identifying conditional dependencies in time-series data. An important assumption of traditional DBN structure learning is that the data are generated by a stationary process, an assumption that is not true in many important settings. In this paper, we introduce a new class of graphical model called a nonstationary dynamic Bayesian network, in which the conditional dependence structure of the underlying data-generation process is permitted to change over time. Non-stationary dynamic Bayesian networks represent a new framework for studying problems in which the structure of a network is evolving over time. Some examples of evolving networks are transcriptional regulatory networks during an organism's development, neural pathways during learning, and traffic patterns during the day. We define the non-stationary DBN model, present an MCMC sampling algorithm for learning the structure of the model from time-series data under different assumptions, and demonstrate the effectiveness of the algorithm on both simulated and biological data. © 2010 Joshua W. Robinson and Alexander J. Hartemink.

Duke Authors

Cited Authors

  • Robinson, JW; Hartemink, AJ

Published Date

  • December 1, 2010

Published In

Volume / Issue

  • 11 /

Start / End Page

  • 3647 - 3680

Electronic International Standard Serial Number (EISSN)

  • 1533-7928

International Standard Serial Number (ISSN)

  • 1532-4435

Citation Source

  • Scopus