cegpy: Modelling with Chain Event Graphs in Python
- URL: http://arxiv.org/abs/2211.11366v1
- Date: Mon, 21 Nov 2022 11:32:36 GMT
- Title: cegpy: Modelling with Chain Event Graphs in Python
- Authors: Gareth Walley, Aditi Shenvi, Peter Strong and Katarzyna Kobalczyk
- Abstract summary: Chain event graphs (CEGs) are a recent family of probabilistic graphical models that generalise the popular Bayesian networks (BNs) family.
This paper introduces cegpy, the first Python package for learning and analysing complex processes using CEGs.
- Score: 0.0
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Chain event graphs (CEGs) are a recent family of probabilistic graphical
models that generalise the popular Bayesian networks (BNs) family. Crucially,
unlike BNs, a CEG is able to embed, within its graph and its statistical model,
asymmetries exhibited by a process. These asymmetries might be in the
conditional independence relationships or in the structure of the graph and its
underlying event space. Structural asymmetries are common in many domains, and
can occur naturally (e.g. a defendant vs prosecutor's version of events) or by
design (e.g. a public health intervention). However, there currently exists no
software that allows a user to leverage the theoretical developments of the CEG
model family in modelling processes with structural asymmetries. This paper
introduces cegpy, the first Python package for learning and analysing complex
processes using CEGs. The key feature of cegpy is that it is the first CEG
package in any programming language that can model processes with symmetric as
well as asymmetric structures. cegpy contains an implementation of Bayesian
model selection and probability propagation algorithms for CEGs. We illustrate
the functionality of cegpy using a structurally asymmetric dataset.
Related papers
- Scalable Graph Compressed Convolutions [68.85227170390864]
We propose a differentiable method that applies permutations to calibrate input graphs for Euclidean convolution.
Based on the graph calibration, we propose the Compressed Convolution Network (CoCN) for hierarchical graph representation learning.
arXiv Detail & Related papers (2024-07-26T03:14:13Z) - A Bayesian Take on Gaussian Process Networks [1.7188280334580197]
This work implements Monte Carlo and Markov Chain Monte Carlo methods to sample from the posterior distribution of network structures.
We show that our method outperforms state-of-the-art algorithms in recovering the graphical structure of the network.
arXiv Detail & Related papers (2023-06-20T08:38:31Z) - FAENet: Frame Averaging Equivariant GNN for Materials Modeling [123.19473575281357]
We introduce a flexible framework relying on frameaveraging (SFA) to make any model E(3)-equivariant or invariant through data transformations.
We prove the validity of our method theoretically and empirically demonstrate its superior accuracy and computational scalability in materials modeling.
arXiv Detail & Related papers (2023-04-28T21:48:31Z) - Beyond Conjugacy for Chain Event Graph Model Selection [0.0]
Chain event graphs are a family of probabilistic graphical models that generalise Bayesian networks.
We propose a mixture modelling approach to model selection in chain event graphs that does not rely on conjugacy.
arXiv Detail & Related papers (2022-11-07T10:33:01Z) - Graph Spectral Embedding using the Geodesic Betweeness Centrality [76.27138343125985]
We introduce the Graph Sylvester Embedding (GSE), an unsupervised graph representation of local similarity, connectivity, and global structure.
GSE uses the solution of the Sylvester equation to capture both network structure and neighborhood proximity in a single representation.
arXiv Detail & Related papers (2022-05-07T04:11:23Z) - Graph Kernel Neural Networks [53.91024360329517]
We propose to use graph kernels, i.e. kernel functions that compute an inner product on graphs, to extend the standard convolution operator to the graph domain.
This allows us to define an entirely structural model that does not require computing the embedding of the input graph.
Our architecture allows to plug-in any type of graph kernels and has the added benefit of providing some interpretability.
arXiv Detail & Related papers (2021-12-14T14:48:08Z) - Staged trees and asymmetry-labeled DAGs [2.66269503676104]
We introduce a minimal Bayesian network representation of the staged tree, which can be used to read conditional independences in an intuitive way.
We also define a new labeled graph, termed asymmetry-labeled directed acyclic graph, whose edges are labeled to denote the type of dependence existing between any two random variables.
arXiv Detail & Related papers (2021-08-04T12:20:47Z) - Hawkes Processes on Graphons [85.6759041284472]
We study Hawkes processes and their variants that are associated with Granger causality graphs.
We can generate the corresponding Hawkes processes and simulate event sequences.
We learn the proposed model by minimizing the hierarchical optimal transport distance between the generated event sequences and the observed ones.
arXiv Detail & Related papers (2021-02-04T17:09:50Z) - Constructing a Chain Event Graph from a Staged Tree [0.0]
Chain Event Graphs (CEGs) are a recent family of probabilistic graphical models.
No general algorithm has yet been devised that automatically transforms any staged tree into a CEG representation.
We show that no information is lost from transforming a staged tree into a CEG.
arXiv Detail & Related papers (2020-06-29T08:07:06Z) - Sum-product networks: A survey [0.0]
A sum-product network (SPN) is a probabilistic model, based on a rooted acyclic directed graph.
This paper offers a survey of SPNs, including their definition, the main algorithms for inference and learning from data, the main applications, a brief review of software libraries, and a comparison with related models.
arXiv Detail & Related papers (2020-04-02T17:46:29Z) - Block-Approximated Exponential Random Graphs [77.4792558024487]
An important challenge in the field of exponential random graphs (ERGs) is the fitting of non-trivial ERGs on large graphs.
We propose an approximative framework to such non-trivial ERGs that result in dyadic independence (i.e., edge independent) distributions.
Our methods are scalable to sparse graphs consisting of millions of nodes.
arXiv Detail & Related papers (2020-02-14T11:42:16Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.