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Inference Complexity in Continuous Time Bayesian Networks
Proceedings of the 30th Conference on Uncertainty in Artificial Intelligence, PMLR R12:324-331, 2014.
Abstract
The continuous time Bayesian network (CTBN) enables temporal reasoning by rep- resenting a system as a factored, finite-state Markov process. The CTBN uses a tra- ditional Bayesian network (BN) to specify the initial distribution. Thus, the complex- ity results of Bayesian networks also apply to CTBNs through this initial distribution. However, the question remains whether prop- agating the probabilities through time is, by itself, also a hard problem. We show that exact and approximate inference in continu- ous time Bayesian networks is NP-hard even when the initial states are given.