On the inclusion of bivariate marked point processes in graphical models |
| |
Authors: | Anna Gottard |
| |
Institution: | (1) Department of Statistics, University of Florence, V.le Morgagni 59, 50134 Firenze, Italy |
| |
Abstract: | Graphical models use graphs to represent conditional independence relationships among random variables of a multivariate probability
distribution. This paper introduces a new kind of chain graph models in which nodes also represent marked point processes.
This is relevant to the analysis of event history data, i.e. data consisting of random sequences of events or time durations of states. Survival analysis and duration models
are particular cases. This article considers the case of two marked point processes. The idea consists of representing a whole
process by a single node and a conditional independence statement by a lack of connection. We refer to the resulting models
as graphical duration models. |
| |
Keywords: | Chain graph models Duration models Event history data Marked point processes |
本文献已被 SpringerLink 等数据库收录! |