Network Inference via the Time­Varying Graphical Lasso

Author: David Hallac, Department of Electrical Engineering, Stanford University Abstract: Many important problems can be modeled as a system of interconnected entities, where each entity is recording time-dependent observations or measurements. In order to spot trends, detect anomalies, and interpret the temporal dynamics of such data, it is essential to understand the relationships between the different entities and how these relationships evolve over time. In this paper, we introduce the time-varying

• #فناوری_و_رایانه
• #inference
• #data_mining
• #graphical_lasso