Print Email Facebook Twitter On the restrictions of Pair-Copula Bayesian Networks for integration-free computations Title On the restrictions of Pair-Copula Bayesian Networks for integration-free computations Author Horsman, Niels (TU Delft Electrical Engineering, Mathematics and Computer Science) Contributor Kurowicka, D. (mentor) Derumigny, Alexis (mentor) Degree granting institution Delft University of Technology Programme Applied Mathematics | Stochastics Date 2023-11-17 Abstract The pair-copula Bayesian network (PCBN) is a Bayesian network (BN) where the conditional probability functions are modeled using pair-copula constructions. By assigning bivariate conditional copulas to the arcs of the BN, one finds a proper joint density which can flexibly model all kinds of dependence structures. It is a known problem that the PCBN may require numerical integration to perform computations such as sampling and likelihood-inference. To address this issue we propose novel restrictions on the graphical structure and assignment of copulas such that integration will not be required. The resulting restricted PCBN offers significant computational benefits. We establish how to estimate and conduct a structure search for the restricted PCBN. A simulation study shows that a restricted PCBN is able to model non-Gaussian dependence structures more accurately than the widely used Gaussian Bayesian network. Subject Bayesian NetworkcopulaStructure LearningHill Climbing algorithmPair-copula Bayesian networkintegration-free To reference this document use: http://resolver.tudelft.nl/uuid:f9a03cbd-0c61-4367-a4fc-976491fef4bc Part of collection Student theses Document type master thesis Rights © 2023 Niels Horsman Files PDF PCBN_master_thesis_Niels_ ... orsman.pdf 5.18 MB Close viewer /islandora/object/uuid:f9a03cbd-0c61-4367-a4fc-976491fef4bc/datastream/OBJ/view