Hybrid Copula Bayesian Networks
Proceedings of the Eighth International Conference on Probabilistic Graphical Models, PMLR 52:240-251, 2016.
This paper introduces the hybrid copula Bayesian network (HCBN) model, a generalization of the copula Bayesian network (CBN) model developed by Elidan (2010) for continuous random variables to multivariate mixed probability distributions of discrete and continuous random variables. To this end, we extend the theorems proved by Nešlehovà (2007) from bivariate to multivariate copulas with discrete and continuous marginal distributions. Using the multivariate copula with discrete and continuous marginal distributions as a theoretical basis, we construct an HCBN that can model all possible permutations of discrete and continuous random variables for parent and child nodes, unlike the popular conditional linear Gaussian network model. Finally, we demonstrate on a numerous synthetic datasets and a real life dataset that our HCBN compares favorably, from a modeling and flexibility viewpoint, to other hybrid models including the conditional linear Gaussian and the mixture of truncated exponentials models.