Inferring Dynamic Bayesian Networks using Frequent Episode Mining
Debprakash Patnaik, Srivatsan Laxman, Naren Ramakrishnan

TL;DR
This paper introduces a method to infer dynamic Bayesian networks from frequent episode mining results, bridging probabilistic modeling with scalable pattern counting for analyzing temporal data.
Contribution
It unifies dynamic Bayesian network inference with frequent episode mining, enabling scalable structure learning under certain data assumptions.
Findings
Effective inference of DBNs from episode counts
Application to neuroscience datasets
Feasible for excitatory network models
Abstract
Motivation: Several different threads of research have been proposed for modeling and mining temporal data. On the one hand, approaches such as dynamic Bayesian networks (DBNs) provide a formal probabilistic basis to model relationships between time-indexed random variables but these models are intractable to learn in the general case. On the other, algorithms such as frequent episode mining are scalable to large datasets but do not exhibit the rigorous probabilistic interpretations that are the mainstay of the graphical models literature. Results: We present a unification of these two seemingly diverse threads of research, by demonstrating how dynamic (discrete) Bayesian networks can be inferred from the results of frequent episode mining. This helps bridge the modeling emphasis of the former with the counting emphasis of the latter. First, we show how, under reasonable assumptions…
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Taxonomy
TopicsTime Series Analysis and Forecasting · Bayesian Modeling and Causal Inference · Network Security and Intrusion Detection
