Title
Identification Of Modules In Dynamic Networks: An Empirical Bayes Approach
Abstract
We address the problem of identifying a specific module in a dynamic network, assuming known topology. We express the dynamics by an acyclic network composed of two blocks where the first block accounts for the relation between the known reference signals and the input to the target module, while the second block contains the target module. Using an empirical Bayes approach, we model the first block as a Gaussian vector with covariance matrix (kernel) given by the recently introduced stable spline kernel. The parameters of the target module are estimated by solving a marginal likelihood problem with a novel iterative scheme based on the Expectation Maximization algorithm. Numerical experiments illustrate the effectiveness of the proposed method.
Year
Venue
Field
2016
2016 IEEE 55TH CONFERENCE ON DECISION AND CONTROL (CDC)
Kernel (linear algebra),Dynamic network analysis,Spline (mathematics),Mathematical optimization,Computer science,Marginal likelihood,Network topology,Gaussian,Covariance matrix,Bayes' theorem
DocType
ISSN
Citations 
Conference
0743-1546
0
PageRank 
References 
Authors
0.34
0
4
Name
Order
Citations
PageRank
Niklas Everitt193.27
Giulio Bottegal28213.89
Cristian R. Rojas325243.97
Håkan Hjalmarsson41254175.16