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Time-like graphical models / / Tvrtko Tadić



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Autore: Tadić Tvrtko Visualizza persona
Titolo: Time-like graphical models / / Tvrtko Tadić Visualizza cluster
Pubblicazione: Providence, RI : , : American Mathematical Society, , [2019]
©2019
Descrizione fisica: 1 online resource (184 pages) : color illustrations
Disciplina: 519.2/3
Soggetto topico: Graphical modeling (Statistics)
Mathematical statistics - Graphic methods
Classificazione: 60G2060G6060H1560J6560J8062H0505C99
Nota di bibliografia: Includes bibliographical references and index.
Sommario/riassunto: "We study continuous processes indexed by a special family of graphs. Processes indexed by vertices of graphs are known as probabilistic graphical models. In 2011, Burdzy and Pal proposed a continuous version of graphical models indexed by graphs with an embedded time structure - so called time-like graphs. We extend the notion of time-like graphs and find properties of processes indexed by them. In particular, we solve the conjecture of uniqueness of the distribution for the process indexed by graphs with infinite number of vertices. We provide a new result showing the stochastic heat equation as a limit of the sequence of natural Brownian motions on time-like graphs. In addition, our treatment of time-like graphical models reveals connections to Markov random fields, martingales indexed by directed sets and branching Markov processes"--
Titolo autorizzato: Time-like graphical models  Visualizza cluster
ISBN: 1-4704-5416-5
Formato: Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione: Inglese
Record Nr.: 9910810637603321
Lo trovi qui: Univ. Federico II
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Serie: Memoirs of the American Mathematical Society ; ; vol. 261, no. 1262.