Archive for lumpable Markov chain

chain event graphs [RSS Midlands seminar]

Posted in pictures, Statistics, University life with tags , , , , , , , , , , on October 16, 2013 by xi'an

img_1836Last evening, I attended the RSS Midlands seminar here in Warwick. The theme was chain event graphs (CEG), As I knew nothing about them, it was worth my time listening to both speakers and discussing with Jim Smith afterwards. CEGs are extensions of Bayes nets with originally many more nodes since they start with the probability tree involving all modalities of all variables. Intensive Bayesian model comparison is then used to reduce the number of nodes by merging modalities having the same children or removing variables with no impact on the variable of interest. So this is not exactly a new Bayes net based on modality dummies as nodes (my original question). This is quite interesting, esp. in the first talk illustration of using missing value indicators as a supplementary variable (to determine whether or not data is missing at random). I also wonder how much of a connection there is with variable length Markov chains (either as a model or as a way to prune the tree). A last vague idea is a potential connection with lumpable Markov chains, a concept I learned from Kemeny & Snell (1960): a finite Markov chain is lumpable if by merging two or more of its states it remains a Markov chain. I do not know if this has ever been studied from a statistical point of view, i.e. testing for lumpability, but this sounds related to the idea of merging modalities of some variables in the probability tree…