Estimating time-varying networks

DOI10.1214/09-AOAS308zbMath1189.62142arXiv0812.5087WikidataQ105584250 ScholiaQ105584250MaRDI QIDQ977626

Eric P. Xing, Amr Ahmed, Mladen Kolar, Le Song

Publication date: 23 June 2010

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0812.5087

zbMATH Keywords

kernel smoothinggraphical modelsMarkov random fieldshigh-dimensional statisticsstructure learningsemi-parametric estimationtime-varying networkstotal-variation regularization

Mathematics Subject Classification ID

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Uses Software

• CVX
• glasso
• glmnet

Cites Work

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• Partial Correlation Estimation by Joint Sparse Regression Models
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• Convergence of a block coordinate descent method for nondifferentiable minimization

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