Dynamic Regret Analysis for Online Tracking of Time-varying Structural Equation Model Topologies
Dynamic Regret Analysis for Online Tracking of Time-varying Structural Equation Model Topologies
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 …