Nonexistence of Markovian time dynamics for graphical models of correlated default.
Steven N. EvansAlexandru HeningPublished in: Queueing Syst. Theory Appl. (2011)
Keyphrases
- graphical models
- belief propagation
- probabilistic model
- probabilistic graphical models
- probabilistic inference
- random variables
- approximate inference
- markov networks
- exact inference
- conditional random fields
- belief networks
- map inference
- bayesian networks
- conditional independence
- graph structure
- structure learning
- factor graphs
- gaussian graphical models
- loopy belief propagation
- statistical inference
- structural learning