Aisberg: dal 2009 è l'archivio ad accesso aperto dell'Università di Bergamo; dal 2011 è anche l'anagrafe della ricerca di Ateneo.
L'archivio è un'implementazione di IRIS, il sistema informativo per la ricerca sviluppato da Cineca.
EnglishIn this paper we address the use of graphical models for the analysis of the dynamic relations among the marginal processes of a time-homogeneous first order multivariate Markov chain. We employ a multi edge graph whose nodes represent the univariate marginal processes of the Markov chain and whose directed and bi-directed edges describe the dependence structure among them. The approach, adopted here, enables us to interpret the lack of directed edges as Granger-noncausal relationships (see Chamberlain, 1982) while missing bi-directed edges are used to visualize the contemporaneous independence relations between the marginal processes of the chain.
(2009). Multy Edge Graphs for Multivariate Markov Chains [conference presentation - intervento a convegno]. Retrieved from http://hdl.handle.net/10446/23509
| Titolo: | Multy Edge Graphs for Multivariate Markov Chains | |
| Tutti gli autori: | Colombi, Roberto; Giordano, Sabrina | |
| Data di pubblicazione: | 2009 | |
| Abstract (ita): | In this paper we address the use of graphical models for the analysis of the dynamic relations among the marginal processes of a time-homogeneous first order multivariate Markov chain. We employ a multi edge graph whose nodes represent the univariate marginal processes of the Markov chain and whose directed and bi-directed edges describe the dependence structure among them. The approach, adopted here, enables us to interpret the lack of directed edges as Granger-noncausal relationships (see Chamberlain, 1982) while missing bi-directed edges are used to visualize the contemporaneous independence relations between the marginal processes of the chain. | |
| Nelle collezioni: | 1.4.01 Contributi in atti di convegno - Conference presentations |
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