Dynamic Regret Analysis for Online Tracking of Time-varying Structural Equation Model Topologies
| العنوان: | Dynamic Regret Analysis for Online Tracking of Time-varying Structural Equation Model Topologies |
|---|---|
| المؤلفون: | Bakht Zaman, Luis Miguel Lopez Ramos, Baltasar Beferull-Lozano |
| سنة النشر: | 2020 |
| مصطلحات موضوعية: | Signal Processing (eess.SP), 0209 industrial biotechnology, Computer science, Complex system, 020206 networking & telecommunications, Regret, Topology (electrical circuits), Network science, 02 engineering and technology, Tracking (particle physics), Network topology, Structural equation modeling, 020901 industrial engineering & automation, Optimization and Control (math.OC), FOS: Electrical engineering, electronic engineering, information engineering, FOS: Mathematics, 0202 electrical engineering, electronic engineering, information engineering, Online algorithm, Electrical Engineering and Systems Science - Signal Processing, Algorithm, Mathematics - Optimization and Control |
| الوصف: | Identifying dependencies among variables in a complex system is an important problem in network science. Structural equation models (SEM) have been used widely in many fields for topology inference, because they are tractable and incorporate exogenous influences in the model. Topology identification based on static SEM is useful in stationary environments; however, in many applications a time-varying underlying topology is sought. This paper presents an online algorithm to track sparse time-varying topologies in dynamic environments and most importantly, performs a detailed analysis on the performance guarantees. The tracking capability is characterized in terms of a bound on the dynamic regret of the proposed algorithm. Numerical tests show that the proposed algorithm can track changes under different models of time-varying topologies. 6 pages, 2 figures |
| اللغة: | English |
| URL الوصول: | https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a98fda6f4170ba7459ac62bb08566ef9 http://arxiv.org/abs/2003.08145 |
| حقوق: | OPEN |
| رقم الأكسشن: | edsair.doi.dedup.....a98fda6f4170ba7459ac62bb08566ef9 |
| قاعدة البيانات: | OpenAIRE |
| الوصف غير متاح. |