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Littérature scientifique sur le sujet « Continuous Time Bayesian Networks »

Auteur : Grafiati
Publié le 9 mars 2023
Mis à jour le 10 mars 2023

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Articles de revues sur le sujet "Continuous Time Bayesian Networks"

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Bhattacharjya, Debarun, Karthikeyan Shanmugam, Tian Gao, Nicholas Mattei, Kush Varshney et Dharmashankar Subramanian. « Event-Driven Continuous Time Bayesian Networks ». Proceedings of the AAAI Conference on Artificial Intelligence 34, no 04 (3 avril 2020) : 3259–66. http://dx.doi.org/10.1609/aaai.v34i04.5725.

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We introduce a novel event-driven continuous time Bayesian network (ECTBN) representation to model situations where a system's state variables could be influenced by occurrences of events of various types. In this way, the model parameters and graphical structure capture not only potential “causal” dynamics of system evolution but also the influence of event occurrences that may be interventions. We propose a greedy search procedure for structure learning based on the BIC score for a special class of ECTBNs, showing that it is asymptotically consistent and also effective for limited data. We demonstrate the power of the representation by applying it to model paths out of poverty for clients of CityLink Center, an integrated social service provider in Cincinnati, USA. Here the ECTBN formulation captures the effect of classes/counseling sessions on an individual's life outcome areas such as education, transportation, employment and financial education.
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Xu, J., et C. R. Shelton. « Intrusion Detection using Continuous Time Bayesian Networks ». Journal of Artificial Intelligence Research 39 (23 décembre 2010) : 745–74. http://dx.doi.org/10.1613/jair.3050.

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Intrusion detection systems (IDSs) fall into two high-level categories: network-based systems (NIDS) that monitor network behaviors, and host-based systems (HIDS) that monitor system calls. In this work, we present a general technique for both systems. We use anomaly detection, which identifies patterns not conforming to a historic norm. In both types of systems, the rates of change vary dramatically over time (due to burstiness) and over components (due to service difference). To efficiently model such systems, we use continuous time Bayesian networks (CTBNs) and avoid specifying a fixed update interval common to discrete-time models. We build generative models from the normal training data, and abnormal behaviors are flagged based on their likelihood under this norm. For NIDS, we construct a hierarchical CTBN model for the network packet traces and use Rao-Blackwellized particle filtering to learn the parameters. We illustrate the power of our method through experiments on detecting real worms and identifying hosts on two publicly available network traces, the MAWI dataset and the LBNL dataset. For HIDS, we develop a novel learning method to deal with the finite resolution of system log file time stamps, without losing the benefits of our continuous time model. We demonstrate the method by detecting intrusions in the DARPA 1998 BSM dataset.
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Perreault, Logan, Monica Thornton, John Sheppard et Joseph DeBruycker. « Disjunctive interaction in continuous time Bayesian networks ». International Journal of Approximate Reasoning 90 (novembre 2017) : 253–71. http://dx.doi.org/10.1016/j.ijar.2017.07.011.

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Perreault, Logan, et John Sheppard. « Compact structures for continuous time Bayesian networks ». International Journal of Approximate Reasoning 109 (juin 2019) : 19–41. http://dx.doi.org/10.1016/j.ijar.2019.03.005.

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Villa, Simone, et Fabio Stella. « Learning Continuous Time Bayesian Networks in Non-stationary Domains ». Journal of Artificial Intelligence Research 57 (20 septembre 2016) : 1–37. http://dx.doi.org/10.1613/jair.5126.

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Non-stationary continuous time Bayesian networks are introduced. They allow the parents set of each node to change over continuous time. Three settings are developed for learning non-stationary continuous time Bayesian networks from data: known transition times, known number of epochs and unknown number of epochs. A score function for each setting is derived and the corresponding learning algorithm is developed. A set of numerical experiments on synthetic data is used to compare the effectiveness of non-stationary continuous time Bayesian networks to that of non-stationary dynamic Bayesian networks. Furthermore, the performance achieved by non-stationary continuous time Bayesian networks is compared to that achieved by state-of-the-art algorithms on four real-world datasets, namely drosophila, saccharomyces cerevisiae, songbird and macroeconomics.
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Stella, F., et Y. Amer. « Continuous time Bayesian network classifiers ». Journal of Biomedical Informatics 45, no 6 (décembre 2012) : 1108–19. http://dx.doi.org/10.1016/j.jbi.2012.07.002.

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Shelton, C. R., et G. Ciardo. « Tutorial on Structured Continuous-Time Markov Processes ». Journal of Artificial Intelligence Research 51 (23 décembre 2014) : 725–78. http://dx.doi.org/10.1613/jair.4415.

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A continuous-time Markov process (CTMP) is a collection of variables indexed by a continuous quantity, time. It obeys the Markov property that the distribution over a future variable is independent of past variables given the state at the present time. We introduce continuous-time Markov process representations and algorithms for filtering, smoothing, expected sufficient statistics calculations, and model estimation, assuming no prior knowledge of continuous-time processes but some basic knowledge of probability and statistics. We begin by describing "flat" or unstructured Markov processes and then move to structured Markov processes (those arising from state spaces consisting of assignments to variables) including Kronecker, decision-diagram, and continuous-time Bayesian network representations. We provide the first connection between decision-diagrams and continuous-time Bayesian networks.
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Linzner, Dominik, et Heinz Koeppl. « Active learning of continuous-time Bayesian networks through interventions* ». Journal of Statistical Mechanics : Theory and Experiment 2021, no 12 (1 décembre 2021) : 124001. http://dx.doi.org/10.1088/1742-5468/ac3908.

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Abstract We consider the problem of learning structures and parameters of continuous-time Bayesian networks (CTBNs) from time-course data under minimal experimental resources. In practice, the cost of generating experimental data poses a bottleneck, especially in the natural and social sciences. A popular approach to overcome this is Bayesian optimal experimental design (BOED). However, BOED becomes infeasible in high-dimensional settings, as it involves integration over all possible experimental outcomes. We propose a novel criterion for experimental design based on a variational approximation of the expected information gain. We show that for CTBNs, a semi-analytical expression for this criterion can be calculated for structure and parameter learning. By doing so, we can replace sampling over experimental outcomes by solving the CTBNs master-equation, for which scalable approximations exist. This alleviates the computational burden of integrating over possible experimental outcomes in high-dimensions. We employ this framework in order to recommend interventional sequences. In this context, we extend the CTBN model to conditional CTBNs in order to incorporate interventions. We demonstrate the performance of our criterion on synthetic and real-world data.
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Sturlaugson, Liessman, et John W. Sheppard. « Uncertain and negative evidence in continuous time Bayesian networks ». International Journal of Approximate Reasoning 70 (mars 2016) : 99–122. http://dx.doi.org/10.1016/j.ijar.2015.12.013.

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Hosoda, Shion, Tsukasa Fukunaga et Michiaki Hamada. « Umibato : estimation of time-varying microbial interaction using continuous-time regression hidden Markov model ». Bioinformatics 37, Supplement_1 (1 juillet 2021) : i16—i24. http://dx.doi.org/10.1093/bioinformatics/btab287.

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Abstract Motivation Accumulating evidence has highlighted the importance of microbial interaction networks. Methods have been developed for estimating microbial interaction networks, of which the generalized Lotka–Volterra equation (gLVE)-based method can estimate a directed interaction network. The previous gLVE-based method for estimating microbial interaction networks did not consider time-varying interactions. Results In this study, we developed unsupervised learning-based microbial interaction inference method using Bayesian estimation (Umibato), a method for estimating time-varying microbial interactions. The Umibato algorithm comprises Gaussian process regression (GPR) and a new Bayesian probabilistic model, the continuous-time regression hidden Markov model (CTRHMM). Growth rates are estimated by GPR, and interaction networks are estimated by CTRHMM. CTRHMM can estimate time-varying interaction networks using interaction states, which are defined as hidden variables. Umibato outperformed the existing methods on synthetic datasets. In addition, it yielded reasonable estimations in experiments on a mouse gut microbiota dataset, thus providing novel insights into the relationship between consumed diets and the gut microbiota. Availability and implementation The C++ and python source codes of the Umibato software are available at https://github.com/shion-h/Umibato. Supplementary information Supplementary data are available at Bioinformatics online.
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Thèses sur le sujet "Continuous Time Bayesian Networks"

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Nodelman, Uri D. « Continuous time bayesian networks / ». May be available electronically:, 2007. http://proquest.umi.com/login?COPT=REJTPTU1MTUmSU5UPTAmVkVSPTI=&clientId=12498.

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ACERBI, ENZO. « Continuos time Bayesian networks for gene networks reconstruction ». Doctoral thesis, Università degli Studi di Milano-Bicocca, 2014. http://hdl.handle.net/10281/52709.

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Dynamic aspects of gene regulatory networks are typically investigated by measuring system variables at multiple time points. Current state-of-the-art computational approaches for reconstructing gene networks directly build on such data, making a strong assumption that the system evolves in a synchronous fashion at fixed points in time. However, nowadays omics data are being generated with increasing time course granularity. Thus, modellers now have the possibility to represent the system as evolving in continuous time and improve the models' expressiveness. Continuous time Bayesian networks is proposed as a new approach for gene network reconstruction from time course expression data. Their performance was compared to two state-of-the-art methods: dynamic Bayesian networks and Granger causality analysis. On simulated data methods's comparison was carried out for networks of increasing dimension, for measurements taken at different time granularity densities and for measurements evenly vs. unevenly spaced over time. Continuous time Bayesian networks outperformed the other methods in terms of the accuracy of regulatory interactions learnt from data for all network dimensions. Furthermore, their performance degraded smoothly as the dimension of the network increased. Continuous time Bayesian network were significantly better than dynamic Bayesian networks for all time granularities tested and better than Granger causality for dense time series. Both continuous time Bayesian networks and Granger causality performed robustly for unevenly spaced time series, with no significant loss of performance compared to the evenly spaced case, while the same did not hold true for dynamic Bayesian networks. The comparison included the IRMA experimental datasets which confirmed the effectiveness of the proposed method. Continuous time Bayesian networks were then applied to elucidate the regulatory mechanisms controlling murine T helper 17 (Th17) cell differentiation and were found to be effective in discovering well-known regulatory mechanisms as well as new plausible biological insights. Continuous time Bayesian networks resulted to be effective on networks of both small and big dimensions and particularly feasible when the measurements are not evenly distributed over time. Reconstruction of the murine Th17 cell differentiation network using continuous time Bayesian networks revealed several autocrine loops suggesting that Th17 cells may be auto regulating their own differentiation process.
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CODECASA, DANIELE. « Continuous time bayesian network classifiers ». Doctoral thesis, Università degli Studi di Milano-Bicocca, 2014. http://hdl.handle.net/10281/80691.

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Streaming data are relevant to finance, computer science, and engineering, while they are becoming increasingly important to medicine and biology. Continuous time Bayesian networks are designed for analyzing efficiently multivariate streaming data, exploiting the conditional independencies in continuous time homogeneous Markov processes. Continuous time Bayesian network classifiers are a specialization of continuous time Bayesian networks designed for multivariate streaming data classification when time duration of events matters and the class occurs in the future. Continuous time Bayesian network classifiers are presented and analyzed. Structural learning is introduced for this class of models when complete data are available. A conditional log-likelihood scoring is derived to improve the marginal log- likelihood structural learning on continuous time Bayesian net- work classifiers. The expectation maximization algorithm is developed to address the unsupervised learning of continuous time Bayesian network classifiers when the class is unknown. Performances of continuous time Bayesian network classifiers in the case of classification and clustering are analyzed with the help of a rich set of numerical experiments on synthetic and real data sets. Continuous time Bayesian network classifiers learned by maximizing marginal log-likelihood and conditional log-likelihood are compared with continuous time naive Bayes and dynamic Bayesian networks. Results show that the conditional log-likelihood scoring combined with Bayesian parameter estimation outperforms marginal log-likelihood scoring and dynamic Bayesian networks in the case of supervised classification. Conditional log-likelihood scoring becomes even more effective when the amount of available data is limited. Continuous time Bayesian network classifiers outperform dynamic Bayesian networks even on data sets generated from dis- crete time models. Clustering results show that in the case of unsupervised learning the marginal log-likelihood score is the most effective way to learn continuous time Bayesian network classifiers. Continuous time models again outperform dynamic Bayesian networks even when applied on discrete time data sets. A Java software toolkit implementing the main theoretical achievements of the thesis has been designed and developed under the name of the CTBNCToolkit. It provides a free stand- alone toolkit for multivariate trajectory classification and an open source library, which can be extend in accordance with the GPL v.2.0 license. The CTBNCToolkit allows classification and clustering of multivariate trajectories using continuous time Bayesian network classifiers. Structural learning, maximizing marginal log-likelihood and conditional log-likelihood scores, is provided.
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VILLA, SIMONE. « Continuous Time Bayesian Networks for Reasoning and Decision Making in Finance ». Doctoral thesis, Università degli Studi di Milano-Bicocca, 2015. http://hdl.handle.net/10281/69953.

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L'analisi dell'enorme quantità di dati finanziari, messi a disposizione dai mercati elettronici, richiede lo sviluppo di nuovi modelli e tecniche per estrarre efficacemente la conoscenza da utilizzare in un processo decisionale informato. Lo scopo della tesi concerne l'introduzione di modelli grafici probabilistici utilizzati per il ragionamento e l'attività decisionale in tale contesto. Nella prima parte della tesi viene presentato un framework che utilizza le reti Bayesiane per effettuare l'analisi e l'ottimizzazione di portafoglio in maniera olistica. In particolare, esso sfrutta, da un lato, la capacità delle reti Bayesiane di rappresentare distribuzioni di probabilità in modo compatto ed efficiente per modellare il portafoglio e, dall'altro, la loro capacità di fare inferenza per ottimizzare il portafoglio secondo diversi scenari economici. In molti casi, si ha la necessità di ragionare in merito a scenari di mercato nel tempo, ossia si vuole rispondere a domande che coinvolgono distribuzioni di probabilità che evolvono nel tempo. Le reti Bayesiane a tempo continuo possono essere utilizzate in questo contesto. Nella seconda parte della tesi viene mostrato il loro utilizzo per affrontare problemi finanziari reali e vengono descritte due importanti estensioni. La prima estensione riguarda il problema di classificazione, in particolare vengono introdotti un algoritmo per apprendere tali classificatori da Big Data e il loro utilizzo nel contesto di previsione dei cambi valutari ad alta frequenza. La seconda estensione concerne l'apprendimento delle reti Bayesiane a tempo continuo in domini non stazionari, in cui vengono modellate esplicitamente le dipendenze statistiche presenti nelle serie temporali multivariate consentendo loro di cambiare nel corso del tempo. Nella terza parte della tesi viene descritto l'uso delle reti Bayesiane a tempo continuo nell'ambito dei processi decisionali di Markov, i quali consentono di modellare processi decisionali sequenziali in condizioni di incertezza. In particolare, viene introdotto un metodo per il controllo di sistemi dinamici a tempo continuo che sfrutta le proprietà additive e contestuali per scalare efficacemente su grandi spazi degli stati. Infine, vengono mostrate le prestazioni di tale metodo in un contesto significativo di trading.
The analysis of the huge amount of financial data, made available by electronic markets, calls for new models and techniques to effectively extract knowledge to be exploited in an informed decision-making process. The aim of this thesis is to introduce probabilistic graphical models that can be used to reason and to perform actions in such a context. In the first part of this thesis, we present a framework which exploits Bayesian networks to perform portfolio analysis and optimization in a holistic way. It leverages on the compact and efficient representation of high dimensional probability distributions offered by Bayesian networks and their ability to perform evidential reasoning in order to optimize the portfolio according to different economic scenarios. In many cases, we would like to reason about the market change, i.e. we would like to express queries as probability distributions over time. Continuous time Bayesian networks can be used to address this issue. In the second part of the thesis, we show how it is possible to use this model to tackle real financial problems and we describe two notable extensions. The first one concerns classification, where we introduce an algorithm for learning these classifiers from Big Data, and we describe their straightforward application to the foreign exchange prediction problem in the high frequency domain. The second one is related to non-stationary domains, where we explicitly model the presence of statistical dependencies in multivariate time-series while allowing them to change over time. In the third part of the thesis, we describe the use of continuous time Bayesian networks within the Markov decision process framework, which provides a model for sequential decision-making under uncertainty. We introduce a method to control continuous time dynamic systems, based on this framework, that relies on additive and context-specific features to scale up to large state spaces. Finally, we show the performances of our method in a simplified, but meaningful trading domain.
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Fan, Yu. « Continuous time Bayesian Network approximate inference and social network applications ». Diss., [Riverside, Calif.] : University of California, Riverside, 2009. http://proquest.umi.com/pqdweb?index=0&did=1957308751&SrchMode=2&sid=1&Fmt=2&VInst=PROD&VType=PQD&RQT=309&VName=PQD&TS=1268330625&clientId=48051.

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Thesis (Ph. D.)--University of California, Riverside, 2009.
Includes abstract. Title from first page of PDF file (viewed March 8, 2010). Available via ProQuest Digital Dissertations. Includes bibliographical references (p. 130-133). Also issued in print.
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GATTI, ELENA. « Graphical models for continuous time inference and decision making ». Doctoral thesis, Università degli Studi di Milano-Bicocca, 2011. http://hdl.handle.net/10281/19575.

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Reasoning about evolution of system in time is both an important and challenging task. We are interested in probability distributions over time of events where often observations are irregularly spaced over time. Probabilistic models have been widely used to accomplish this task but they have some limits. Indeed, Hidden Markov Models and Dynamic Bayesian Networks in general require the specification of a time granularity between consecutive observations. This requirement leads to computationally inefficient learning and inference procedures when the adopted time granularity is finer than the time spent between consecutive observations, and to possible losses of information in the opposite case. The framework of Continuous Time Bayesian Networks (CTBN) overcomes this limit, allowing the representation of temporal dynamics over a structured state space. In this dissertation an overview of the semantic and inference aspects of the framework of the CTBNs is proposed. The limits of exact inference are overcome using approximate inference, in particular the cluster-graph message passing algorithm and the Gibbs Sampling has been investigated. The CTBN has been applied to a real case study of diagnosis of cardiogenic heart failure, developed in collaboration with domain experts. Moving from the task of simply reasoning under uncertainty, to the task of deciding how to act in the world, a part of the dissertation is devoted to graphical models that allow the inclusion of decisions. We describe Influence Diagrams, which extend Bayesian Networks by introducing decisions and utilities. We then discuss an approach for approximate representation of optimal strategies in influence diagrams. The contributions of the dissertation are the following: design and development of a CTBN software package implementing two of the most important inference algorithms (Expectation Propagation and Gibbs Sampling), development of a realistic diagnosis scenario of cardiogenic heart failure (to the best of our knowledge it is the first clinical application of this type), the approach of information enhancement to reduce the domain of the policy in large influence diagrams together with an important contribution concerning the identification of informational links to add in the graph.
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Alharbi, Randa. « Bayesian inference for continuous time Markov chains ». Thesis, University of Glasgow, 2019. http://theses.gla.ac.uk/40972/.

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Continuous time Markov chains (CTMCs) are a flexible class of stochastic models that have been employed in a wide range of applications from timing of computer protocols, through analysis of reliability in engineering, to models of biochemical networks in molecular biology. These models are defined as a state system with continuous time transitions between the states. Extensive work has been historically performed to enable convenient and flexible definition, simulation, and analysis of continuous time Markov chains. This thesis considers the problem of Bayesian parameter inference on these models and investigates computational methodologies to enable such inference. Bayesian inference over continuous time Markov chains is particularly challenging as the likelihood cannot be evaluated in a closed form. To overcome the statistical problems associated with evaluation of the likelihood, advanced algorithms based on Monte Carlo have been used to enable Bayesian inference without explicit evaluation of the likelihoods. An additional class of approximation methods has been suggested to handle such inference problems, known as approximate Bayesian computation. Novel Markov chain Monte Carlo (MCMC) approaches were recently proposed to allow exact inference. The contribution of this thesis is in discussion of the techniques and challenges in implementing these inference methods and performing an extensive comparison of these approaches on two case studies in systems biology. We investigate how the algorithms can be designed and tuned to work on CTMC models, and to achieve an accurate estimate of the posteriors with reasonable computational cost. Through this comparison, we investigate how to avoid some practical issues with accuracy and computational cost, for example by selecting an optimal proposal distribution and introducing a resampling step within the sequential Monte-Carlo method. Within the implementation of the ABC methods we investigate using an adaptive tolerance schedule to maximise the efficiency of the algorithm and in order to reduce the computational cost.
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Parton, Alison. « Bayesian inference for continuous-time step-and-turn movement models ». Thesis, University of Sheffield, 2018. http://etheses.whiterose.ac.uk/20124/.

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This thesis concerns the statistical modelling of animal movement paths given observed GPS locations. With observations being in discrete time, mechanistic models of movement are often formulated as such. This popularity remains despite an inability to compare analyses through scale invariance and common problems handling irregularly timed observations. A natural solution is to formulate in continuous time, yet uptake of this has been slow, often excused by a difficulty in interpreting the ‘instantaneous’ parameters associated with a continuous-time model. The aim here was to bolster usage by developing a continuous-time model with interpretable parameters, similar to those of popular discrete-time models that use turning angles and step lengths to describe the movement process. Movement is defined by a continuous-time, joint bearing and speed process, the parameters of which are dependent on a continuous-time behavioural switching process, thus creating a flexible class of movement models. Further, we allow for the observed locations derived from this process to have unknown error. Markov chain Monte Carlo inference is presented for parameters given irregular, noisy observations. The approach involves augmenting the observed locations with a reconstruction of the underlying continuous-time process. Example implementations showcasing this method are given featuring simulated and real datasets. Data from elk (Cervus elaphus), which have previously been modelled in discrete time, demonstrate the interpretable nature of the model, finding clear differences in behaviour over time and insights into short-term behaviour that could not have been obtained in discrete time. Observations from reindeer (Rangifer tarandus) reveal the effect observation error has on the identification of large turning angles—a feature often inferred in discrete-time modelling. Scalability to realistically large datasets is shown for lesser black-backed gull (Larus fuscus) data.
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Tucker, Allan Brice James. « The automatic explanation of Multivariate Time Series with large time lags ». Thesis, Birkbeck (University of London), 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.246924.

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CRISTINI, ALESSANDRO. « Continuous-time spiking neural networks : paradigm and case studies ». Doctoral thesis, Università degli Studi di Roma "Tor Vergata", 2014. http://hdl.handle.net/2108/202297.

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In the last decades many neuron models have been proposed in order to emulate the spiking behavior of the cortical neurons, from the simplest Integrateand- Fire to the most bio-realistic Hodgkin-Huxley model. The choice of which model have to be used depends on the trade-off between bio-plausibility and computational cost, that may be related to the specific purpose. The modeling of a continuous-time spiking neural network is the main purpose of this thesis. The “continuous-time” term refers to the fact that a spike can occur at any given time, thus in order to do exact computations without loss of information an exact ad hoc event-driven strategy for simulations has been implemented. In particular, the latter is suitable for the simplified neuron model here used. Despite its simplicity, the model shows some important bio-plausible behaviors, such as subthreshold decay, spike latency, refractoriness, etc. Moreover, some bio-inspired synaptic plasticity rules have been implemented (e.g., STDP). With the aim of taking into account non-local interconnections among populations of neurons, gammadistributed synaptic delays are also introduced. These characteristics make possible to investigate various scenarios in which the dynamics showed by the network can be more bio-realistic. Further, some case studies are illustrated: jitter phenomenon and “path multimodality” in feedforward networks, and dynamical activity groups for CNN-like topologies. Finally, future directions of this work are briefly discussed.
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Livres sur le sujet "Continuous Time Bayesian Networks"

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C, Merrill Walter, et United States. National Aeronautics and Space Administration. Scientific and Technical Information Division., dir. Neuromorphic learning of continuous-valued mappings from noise-corrupted data : Application to real-time adaptive control. [Washington, DC] : National Aeronautics and Space Administration, Office of Management, Scientific and Technical Information Division, 1990.

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Butz, Martin V., et Esther F. Kutter. Top-Down Predictions Determine Perceptions. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780198739692.003.0009.

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While bottom-up visual processing is important, the brain integrates this information with top-down, generative expectations from very early on in the visual processing hierarchy. Indeed, our brain should not be viewed as a classification system, but rather as a generative system, which perceives something by integrating sensory evidence with the available, learned, predictive knowledge about that thing. The involved generative models continuously produce expectations over time, across space, and from abstracted encodings to more concrete encodings. Bayesian information processing is the key to understand how information integration must work computationally – at least in approximation – also in the brain. Bayesian networks in the form of graphical models allow the modularization of information and the factorization of interactions, which can strongly improve the efficiency of generative models. The resulting generative models essentially produce state estimations in the form of probability densities, which are very well-suited to integrate multiple sources of information, including top-down and bottom-up ones. A hierarchical neural visual processing architecture illustrates this point even further. Finally, some well-known visual illusions are shown and the perceptions are explained by means of generative, information integrating, perceptual processes, which in all cases combine top-down prior knowledge and expectations about objects and environments with the available, bottom-up visual information.
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Xu, Yunfei, Sarat Dass, Tapabrata Maiti et Jongeun Choi. Bayesian Prediction and Adaptive Sampling Algorithms for Mobile Sensor Networks : Online Environmental Field Reconstruction in Space and Time. Springer London, Limited, 2015.

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Xu, Yunfei, Choi Jongeun, Sarat Dass et Tapabrata Maiti. Bayesian Prediction and Adaptive Sampling Algorithms for Mobile Sensor Networks : Online Environmental Field Reconstruction in Space and Time. Springer International Publishing AG, 2015.

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Chu, Yiren. A digitally programmable adaptive high-frequency CMOS continuous-time filter. 1994.

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Neuromorphic learning of continuous-valued mappings from noise-corrupted data : Application to real-time adaptive control. [Washington, DC] : National Aeronautics and Space Administration, Office of Management, Scientific and Technical Information Division, 1990.

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Ramsay, James. Curve registration. Sous la direction de Frédéric Ferraty et Yves Romain. Oxford University Press, 2018. http://dx.doi.org/10.1093/oxfordhb/9780199568444.013.9.

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This article deals with curve registration, which refers to methods for aligning prominent features in a set of curves by transforming their abscissa variables. It first illustrates the concepts of amplitude and phase variation schematically and with real data before defining the time-warping functions and their functional inverse. It then describes the decomposition of total mean squared variation into separate amplitude and phase components, along with an R2 measure of the proportion of functional variation due to phase in a sample of curves. It also considers landmark registration, novel ways of defining curve features, continuous registration, and methods based on structured models for amplitude and phase variation combined with more statistically oriented fitting methods such as maximum likelihood or Bayesian estimation. The article concludes with a brief survey of software resources for registration.
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Trappenberg, Thomas P. Fundamentals of Machine Learning. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780198828044.001.0001.

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Machine learning is exploding, both in research and for industrial applications. This book aims to be a brief introduction to this area given the importance of this topic in many disciplines, from sciences to engineering, and even for its broader impact on our society. This book tries to contribute with a style that keeps a balance between brevity of explanations, the rigor of mathematical arguments, and outlining principle ideas. At the same time, this book tries to give some comprehensive overview of a variety of methods to see their relation on specialization within this area. This includes some introduction to Bayesian approaches to modeling as well as deep learning. Writing small programs to apply machine learning techniques is made easy today by the availability of high-level programming systems. This book offers examples in Python with the machine learning libraries sklearn and Keras. The first four chapters concentrate largely on the practical side of applying machine learning techniques. The book then discusses more fundamental concepts and includes their formulation in a probabilistic context. This is followed by chapters on advanced models, that of recurrent neural networks and that of reinforcement learning. The book closes with a brief discussion on the impact of machine learning and AI on our society.
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Coolen, A. C. C., A. Annibale et E. S. Roberts. Graphs on structured spaces. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780198709893.003.0010.

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This chapter moves beyond viewing nodes as homogeneous dots set on a plane. To introduce more complicated underlying space, multiplex networks (which are defined with layers of interaction on the same underlying node set) and temporal (time-dependent) networks are discussed. It shown that despite the much more complicated underlying space, many of the techniques developed in earlier chapters can be applied. Heterogeneous nodes are introduced as an extension of the stochastic block model for community structure, then extended using methods developed in earlier chapters to more general (continuous) node attributes such as fitness. The chapter closes with a discussion of the intersections and similarities between the many alternative models for capturing topological features that have been presented in the book.
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Stewart, Edmund. Conclusion. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780198747260.003.0008.

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Tragedy’s dissemination may be said to be, in its nature, a complex and continuous process brought about through performance and re-performance at Panhellenic gatherings. Tragedy as a genre emerged from, and was part of, a Panhellenic song culture shaped by frequent travel, competition, and exchange. By the time something that could be termed tragedy appeared at the end of the sixth century, the Greeks were already connected by a complex system of overlapping networks. Despite the prominence of particular cities, such as Athens and Sparta, the Greeks possessed no one political or cultural centre. Festivals, at Athens and elsewhere, were important places for Greeks to gather and compete. From the beginning, individual tragic poets and actors worked hard to make their plays and performances known everywhere and known forever.
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Chapitres de livres sur le sujet "Continuous Time Bayesian Networks"

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Liu, Manxia, Fabio Stella, Arjen Hommersom et Peter J. F. Lucas. « Representing Hypoexponential Distributions in Continuous Time Bayesian Networks ». Dans Communications in Computer and Information Science, 565–77. Cham : Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-91479-4_47.

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van der Heijden, Maarten, et Arjen Hommersom. « Causal Independence Models for Continuous Time Bayesian Networks ». Dans Probabilistic Graphical Models, 503–18. Cham : Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-11433-0_33.

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Cerotti, Davide, et Daniele Codetta-Raiteri. « Mean Field Analysis for Continuous Time Bayesian Networks ». Dans Communications in Computer and Information Science, 156–69. Cham : Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-91632-3_12.

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Acerbi, Enzo, et Fabio Stella. « Continuous Time Bayesian Networks for Gene Network Reconstruction : A Comparative Study on Time Course Data ». Dans Bioinformatics Research and Applications, 176–87. Cham : Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-08171-7_16.

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Shi, Dongyu, et Jinyuan You. « Update Rules for Parameter Estimation in Continuous Time Bayesian Network ». Dans Lecture Notes in Computer Science, 140–49. Berlin, Heidelberg : Springer Berlin Heidelberg, 2006. http://dx.doi.org/10.1007/978-3-540-36668-3_17.

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Codecasa, Daniele, et Fabio Stella. « A Classification Based Scoring Function for Continuous Time Bayesian Network Classifiers ». Dans New Frontiers in Mining Complex Patterns, 35–50. Cham : Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-08407-7_3.

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Wang, Jing, Jinglin Zhou et Xiaolu Chen. « Probabilistic Graphical Model for Continuous Variables ». Dans Intelligent Control and Learning Systems, 251–65. Singapore : Springer Singapore, 2022. http://dx.doi.org/10.1007/978-981-16-8044-1_14.

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AbstractMost of the sampled data in complex industrial processes are sequential in time. Therefore, the traditional BN learning mechanisms have limitations on the value of probability and cannot be applied to the time series. The model established in Chap. 10.1007/978-981-16-8044-1_13 is a graphical model similar to a Bayesian network, but its parameter learning method can only handle the discrete variables. This chapter aims at the probabilistic graphical model directly for the continuous process variables, which avoids the assumption of discrete or Gaussian distributions.
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Scutari, Marco, et Jean-Baptiste Denis. « The Continuous Case : Gaussian Bayesian Networks ». Dans Bayesian Networks, 37–62. 2e éd. Boca Raton : Chapman and Hall/CRC, 2021. http://dx.doi.org/10.1201/9780429347436-2.

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Scutari, Marco, et Jean-Baptiste Denis. « Time Series : Dynamic Bayesian Networks ». Dans Bayesian Networks, 79–90. 2e éd. Boca Raton : Chapman and Hall/CRC, 2021. http://dx.doi.org/10.1201/9780429347436-4.

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Liu, Manxia, Arjen Hommersom, Maarten van der Heijden et Peter J. F. Lucas. « Hybrid Time Bayesian Networks ». Dans Lecture Notes in Computer Science, 376–86. Cham : Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-20807-7_34.

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Actes de conférences sur le sujet "Continuous Time Bayesian Networks"

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Villa, Simone, et Fabio Stella. « Learning Continuous Time Bayesian Networks in Non-stationary Domains ». Dans Twenty-Seventh International Joint Conference on Artificial Intelligence {IJCAI-18}. California : International Joint Conferences on Artificial Intelligence Organization, 2018. http://dx.doi.org/10.24963/ijcai.2018/804.

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Non-stationary continuous time Bayesian networks are introduced. They allow the parents set of each node in a continuous time Bayesian network to change over time. Structural learning of nonstationary continuous time Bayesian networks is developed under different knowledge settings. A macroeconomic dataset is used to assess the effectiveness of learning non-stationary continuous time Bayesian networks from real-world data.
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Größl, Martin. « Modeling dependable systems with continuous time Bayesian networks ». Dans SAC 2015 : Symposium on Applied Computing. New York, NY, USA : ACM, 2015. http://dx.doi.org/10.1145/2695664.2695729.

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Schupbach, Jordan, Elliott Pryor, Kyle Webster et John Sheppard. « Combining Dynamic Bayesian Networks and Continuous Time Bayesian Networks for Diagnostic and Prognostic Modeling ». Dans 2022 IEEE AUTOTESTCON. IEEE, 2022. http://dx.doi.org/10.1109/autotestcon47462.2022.9984758.

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Perreault, Logan, Monica Thornton, Shane Strasser et John W. Sheppard. « Deriving prognostic continuous time Bayesian networks from D-matrices ». Dans 2015 IEEE AUTOTESTCON. IEEE, 2015. http://dx.doi.org/10.1109/autest.2015.7356482.

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Poropudas, Jirka, et Kai Virtanen. « Simulation metamodeling in continuous time using dynamic Bayesian networks ». Dans 2010 Winter Simulation Conference - (WSC 2010). IEEE, 2010. http://dx.doi.org/10.1109/wsc.2010.5679098.

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Perreault, Logan, John Sheppard, Houston King et Liessman Sturlaugson. « Using continuous-time Bayesian networks for standards-based diagnostics and prognostics ». Dans 2014 IEEE AUTOTEST. IEEE, 2014. http://dx.doi.org/10.1109/autest.2014.6935145.

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Codetta Raiteri, Daniele, et Luigi Portinale. « A GSPN based tool to inference Generalized Continuous Time Bayesian Networks ». Dans 7th International Conference on Performance Evaluation Methodologies and Tools. ICST, 2014. http://dx.doi.org/10.4108/icst.valuetools.2013.254400.

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Codetta-Raiteri, Daniele, et Luigi Portinale. « Modeling and analysis of dependable systems through Generalized Continuous Time Bayesian Networks ». Dans 2015 Annual Reliability and Maintainability Symposium (RAMS). IEEE, 2015. http://dx.doi.org/10.1109/rams.2015.7105131.

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Perreault, Logan, Monica Thornton et John W. Sheppard. « Valuation and optimization for performance based logistics using continuous time Bayesian networks ». Dans 2016 IEEE AUTOTESTCON. IEEE, 2016. http://dx.doi.org/10.1109/autest.2016.7589568.

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Perreault, Logan J., Monica Thornton, Rollie Goodman et John W. Sheppard. « A Swarm-Based Approach to Learning Phase-Type Distributions for Continuous Time Bayesian Networks ». Dans 2015 IEEE Symposium Series on Computational Intelligence (SSCI). IEEE, 2015. http://dx.doi.org/10.1109/ssci.2015.259.

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Rapports d'organisations sur le sujet "Continuous Time Bayesian Networks"

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Roberson, Madeleine, Kathleen Inman, Ashley Carey, Isaac Howard et Jameson Shannon. Probabilistic neural networks that predict compressive strength of high strength concrete in mass placements using thermal history. Engineer Research and Development Center (U.S.), juin 2022. http://dx.doi.org/10.21079/11681/44483.

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This study explored the use of artificial neural networks to predict UHPC compressive strengths given thermal history and key mix components. The model developed herein employs Bayesian variational inference using Monte Carlo dropout to convey prediction uncertainty using 735 datapoints on seven UHPC mixtures collected using a variety of techniques. Datapoints contained a measured compressive strength along with three curing inputs (specimen maturity, maximum temperature experienced during curing, time of maximum temperature) and five mixture inputs to distinguish each UHPC mixture (cement type, silicon dioxide content, mix type, water to cementitious material ratio, and admixture dosage rate). Input analysis concluded that predictions were more sensitive to curing inputs than mixture inputs. On average, 8.2% of experimental results in the final model fell outside of the predicted range with 67.9%of these cases conservatively underpredicting. The results support that this model methodology is able to make sufficient probabilistic predictions within the scope of the provided dataset but is not for extrapolating beyond the training data. In addition, the model was vetted using various datasets obtained from literature to assess its versatility. Overall this model is a promising advancement towards predicting mechanical properties of high strength concrete with known uncertainties.
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