Time-Like Graphical Models

Time-Like Graphical Models
Author :
Publisher : American Mathematical Soc.
Total Pages : 184
Release :
ISBN-10 : 9781470436858
ISBN-13 : 147043685X
Rating : 4/5 (85X Downloads)

Book Synopsis Time-Like Graphical Models by : Tvrtko Tadić

Download or read book Time-Like Graphical Models written by Tvrtko Tadić and published by American Mathematical Soc.. This book was released on 2019-12-02 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: The author studies 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. The author extends the notion of time-like graphs and finds properties of processes indexed by them. In particular, the author solves the conjecture of uniqueness of the distribution for the process indexed by graphs with infinite number of vertices. The author provides a new result showing the stochastic heat equation as a limit of the sequence of natural Brownian motions on time-like graphs. In addition, the author's treatment of time-like graphical models reveals connections to Markov random fields, martingales indexed by directed sets and branching Markov processes.


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