My home page
Biography
Research
Publications
My group
Courses
Professional activities
FAQ
Personal
Papers

Daphne Koller Publications

Expectation Propagation for Continuous Time Bayesian Networks (2005)

by U. Nodelman, D. Koller, and C.R. Shelton


Abstract: Continuous time Bayesian networks (CTBNs) describe structured stochastic processes with finitely many states that evolve over continuous time. A CTBN is a directed (possibly cyclic) dependency graph over a set of variables, each of which represents a finite state continuous time Markov process whose transition model is a function of its parents. As shown previously, exact inference in CTBNs is intractable. We address the problem of approximate inference, allowing for general queries conditioned on evidence over continuous time intervals and at discrete time points. We show how CTBNs can be parameterized within the exponential family, and use that insight to develop a message passing scheme in cluster graphs and allows us to apply expectation propagation to CTBNs. The clusters in our cluster graph do not contain distributions over the cluster variables at individual time points, but distributions over trajectories of the variables throughout a duration. Thus, unlike discrete time temporal models such as dynamic Bayesian networks, we can adapt the time granularity at which we reason for different variables and in different conditions.

Download Information

U. Nodelman, D. Koller, and C.R. Shelton (2005). "Expectation Propagation for Continuous Time Bayesian Networks." Proceedings of the Twenty-first Conference on Uncertainty in AI (UAI) (pp. 431-440). pdf ps.gz

Bibtex citation

@inproceedings{Nodelman+al:UAI05EP,
  title = {Expectation Propagation for Continuous Time Bayesian Networks},
  author = {U. Nodelman and D. Koller and C.R. Shelton},
  booktitle = {Proceedings of the Twenty-first Conference on Uncertainty in AI (UAI)},  
  address = {Edinburgh, Scottland, UK},
  month = {July},
  year = 2005,
  pages = {431--440},
}

full list
Click to go to robotics Click to go to theory Click to go to CS Stanford Click to go to Stanford's Webpage
home | biography | research | papers | my group
courses | professional activities | FAQ | personal