Local independence graphs for composable Markov processes

Didelez, V. (1999): Local independence graphs for composable Markov processes. Collaborative Research Center 386, Discussion Paper 158

Abstract

The concept of local independence is used to define local independence graphs representing the dynamic dependence structure of several continuous time processes which jointly form a so-called composable Markov process. Specific properties of this new class of graphs are discussed such as the role of separating sets. Further insight is gained by considering possible extensions to the discrete time situation. It is shown that the latter case can be reduced to classical graphical interaction models.

• Item Type: Paper (Research Paper)
• Faculties: Mathematics, Computer Science and Statistics > Statistics > Collaborative Research Center 386; Special Research Fields > Special Research Field 386
• Subjects: 500 Science > 510 Mathematics
• Language: English