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Empirical Bayes for Dynamic Bayesian Networks Using Generalized Variational Inference

Machine Learning 2024-07-02 v2 Statistics Theory Statistics Theory

Abstract

In this work, we demonstrate the Empirical Bayes approach to learning a Dynamic Bayesian Network. By starting with several point estimates of structure and weights, we can use a data-driven prior to subsequently obtain a model to quantify uncertainty. This approach uses a recent development of Generalized Variational Inference, and indicates the potential of sampling the uncertainty of a mixture of DAG structures as well as a parameter posterior.

Keywords

Cite

@article{arxiv.2406.17831,
  title  = {Empirical Bayes for Dynamic Bayesian Networks Using Generalized Variational Inference},
  author = {Vyacheslav Kungurtsev and Apaar and Aarya Khandelwal and Parth Sandeep Rastogi and Bapi Chatterjee and Jakub Mareček},
  journal= {arXiv preprint arXiv:2406.17831},
  year   = {2024}
}
R2 v1 2026-06-28T17:19:07.051Z