Constructing structural VAR models with conditional independence graphs.
Les OxleyMarco RealeGranville Tunnicliffe WilsonPublished in: Math. Comput. Simul. (2009)
Keyphrases
- conditional independence
- bayesian networks
- chain graphs
- markov property
- gaussian model
- causal models
- causal independence
- random variables
- graphical models
- learning bayesian networks
- probability distribution
- bayesian framework
- structure and parameter learning
- probabilistic inference
- social networks
- input output
- structure learning
- probability theory
- prior knowledge