Continuous Time Bayesian Network Reasoning and Learning Engine

Christian R. Shelton; Yu Fan; William Lam; Joon Lee; Jing Xu

We present a continuous time Bayesian network reasoning and learning engine (CTBN-RLE). A continuous time Bayesian network (CTBN) provides a compact (factored) description of a continuous-time Markov process. This software provides libraries and programs for most of the algorithms developed for CTBNs. For learning, CTBN-RLE implements structure and parameter learning for both complete and partial data. For inference, it implements exact inference and Gibbs and importance sampling approximate inference for any type of evidence pattern. Additionally, the library supplies visualization methods for graphically displaying CTBNs or trajectories of evidence.

Continuous Time Bayesian Network Reasoning and Learning Engine

Abstract