论文标题

确定没有马尔可夫等效的独特时空贝叶斯网络

Identifying Unique Spatial-Temporal Bayesian Network without Markov Equivalence

论文作者

Kang, Mingyu, Chen, Duxin, Meng, Ning, Yan, Gang, Yu, Wenwu

论文摘要

识别香草贝叶斯网络来建模时空因果关系可能是一项至关重要但充满挑战的任务。如果不满足可识别性,将确定不同的马尔可夫等效的无环图。为了解决此问题,提出了定向的循环图来删除定向的无环约束。但是它并不总是存在,也不能建模动态的时间序列过程。然后,通过引入高阶时间延迟提出了全日制图。通过假设没有瞬时效应,全日制图没有马尔可夫当量类别。但是,它还假定因果关系在不同的时间内是不变的,在时空场景中并不总是满足。因此,在这项工作中,从信息传输的角度来看,提出了一个空间 - 颞贝叶斯网络(STBN),以理论上对空间 - 暂时性因果关系进行建模。 STBN解释了网络结构的消失$ x \ rightarrow z \ rightarrow y $和$ x \ leftarrow z \ leftarrow y $,按照信息路径阻止的原则。最后,证明了STBN的独特性。基于此,还提出了高阶因果熵(HCE)算法在时间复杂性下唯一识别STBN $ \ MATHCAL {O}(n^3τ_{max})$,其中$ n $是变量的数量和$τ_{max} $是最大时间延迟。与其他基线算法进行比较进行了数值实验。结果表明,HCE算法获得了最新的识别精度。该代码可在https://github.com/kmy-seu/hce上找到。

Identifying vanilla Bayesian network to model spatial-temporal causality can be a critical yet challenging task. Different Markovian-equivalent directed acyclic graphs would be identified if the identifiability is not satisfied. To address this issue, Directed Cyclic Graph is proposed to drop the directed acyclic constraint. But it does not always hold, and cannot model dynamical time-series process. Then, Full Time Graph is proposed with introducing high-order time delay. Full Time Graph has no Markov equivalence class by assuming no instantaneous effects. But, it also assumes that the causality is invariant with varying time, that is not always satisfied in the spatio-temporal scenarios. Thus, in this work, a Spatial-Temporal Bayesian Network (STBN) is proposed to theoretically model the spatial-temporal causality from the perspective of information transfer. STBN explains the disappearance of network structure $X\rightarrow Z \rightarrow Y$ and $X\leftarrow Z \leftarrow Y$ by the principle of information path blocking. And finally, the uniqueness of STBN is proved. Based on this, a High-order Causal Entropy (HCE) algorithm is also proposed to uniquely identify STBN under time complexity $\mathcal{O}(n^3τ_{max})$, where $n$ is the number of variables and $τ_{max}$ is the maximum time delay. Numerical experiments are conducted with comparison to other baseline algorithms. The results show that HCE algorithm obtains state-of-the-art identification accuracy. The code is available at https://github.com/KMY-SEU/HCE.

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