Conditional graphical models for systemic risk estimation.
Paola CerchielloPaolo GiudiciPublished in: Expert Syst. Appl. (2016)
Keyphrases
- graphical models
- belief propagation
- random variables
- probabilistic inference
- graphical structure
- chain graphs
- approximate inference
- probabilistic graphical models
- probabilistic model
- structure learning
- markov networks
- bayesian networks
- conditional random fields
- conditional independence
- graph structure
- map inference
- maximum likelihood estimation
- belief networks
- exact inference
- conditional probabilities
- exponential family
- factor graphs
- influence diagrams
- message passing
- probabilistic reasoning
- statistical inference
- markov logic networks
- structural learning