Mixing Times and Structural Inference for Bernoulli Autoregressive Processes
Mixing Times and Structural Inference for Bernoulli Autoregressive Processes
We introduce a multivariate random process producing Bernoulli outputs per dimension, that can possibly formalize binary interactions in various graphical structures and can be used to model opinion dynamics, epidemics, financial and biological time series data, etc. We call this a Bernoulli Autoregressive Process (BAR). While many dynamical models of …