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arXiv · 2211.03427

Beyond Conjugacy for Chain Event Graph Model Selection

Aditi Shenvi·Silvia Liverani
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Abstract

Chain event graphs are a family of probabilistic graphical models that generalise Bayesian networks and have been successfully applied to a wide range of domains. Unlike Bayesian networks, these models can encode context-specific conditional independencies as well as asymmetric developments within the evolution of a process. More recently, new model classes belonging to the chain event graph family have been developed for modelling time-to-event data to study the temporal dynamics of a process. However, existing model selection algorithms for chain event graphs and its variants rely on all parameters having conjugate priors. This is unrealistic for many real-world applications. In this paper, we propose a mixture modelling approach to model selection in chain event graphs that does not rely on conjugacy. Moreover, we also show that this methodology is more amenable to being robustly scaled than the existing model selection algorithms used for this family. We demonstrate our techniques on simulated datasets.

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Aditi Shenvi, Silvia Liverani. 2022-11-07. Beyond Conjugacy for Chain Event Graph Model Selection. https://arxiv.org/abs/2211.03427

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