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PKDD
2015
Springer

Estimating Dynamic Graphical Models from Multivariate Time-series Data

4 years 10 months ago
Estimating Dynamic Graphical Models from Multivariate Time-series Data
We consider the problem of estimating dynamic graphical models that describe the time-evolving conditional dependency structure between a set of data-streams. The bulk of work in such graphical structure learning problems has focused in the stationary i.i.d setting. However, when one introduces dynamics to such models we are forced to make additional assumptions about how the estimated distributions may vary over time. In order to examine the eect of such assumptions we introduce two regularisation schemes that encourage piecewise constant structure within Gaussian graphical models. This article reviews previ
Alexander J. Gibberd, James D. B. Nelson
Added 16 Apr 2016
Updated 16 Apr 2016
Type Journal
Year 2015
Where PKDD
Authors Alexander J. Gibberd, James D. B. Nelson
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