Reviews: Cluster Variational Approximations for Structure Learning of Continuous-Time Bayesian Networks from Incomplete Data

Neural Information Processing Systems 

The paper introduces a generalization of previous variational methods for inference with jumps processes; here, the proposal approximating measure to the posterior relies on a star approximation. In application to continuous-time Bayesian networks, this means isolating clusters of nodes across children and parents, in order to build an efficient approximation to the traditional variational lower bound. The paper further presents examples and experiments that show how the proposed approach can be adapted to structure learning tasks in continuous-time settings. This is an interesting and topical contribution likely to appeal to the statistical and probabilistic community within NIPS. The paper is, in overall, well-written and reasonably well-structured. It offers a good background on previous work, helps the reader to understand its relevance and put its results in context within the existing literature.