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In this paper we consider sparse and identifiable linear latent variable (factor) and linear Bayesian network models for parsimonious analysis of multivariate data. We propose a computationally efficient method for joint parameter and model…

Machine Learning · Statistics 2011-06-24 Ricardo Henao , Ole Winther

A nonparametric approach to the modeling of social networks using degree-corrected stochastic blockmodels is proposed. The model for static network consists of a stochastic blockmodel using a probit regression formulation and popularity…

Applications · Statistics 2019-08-27 Linda S. L. Tan , Maria De Iorio

This paper presents a two-stage online algorithm for recovery of low-rank parameter matrix in non-stationary stochastic systems. The first stage applies the recursive least squares (RLS) estimator combined with its singular value…

Systems and Control · Electrical Eng. & Systems 2025-06-25 Yanxin Fu , Junbao Zhou , Yu Hu , Wenxiao Zhao

Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…

Systems and Control · Computer Science 2017-01-11 Luca Bortolussi , Guido Sanguinetti

This paper introduces a probabilistic approach for tracking the dynamics of unweighted and directed graphs using state-space models (SSMs). Unlike conventional topology inference methods that assume static graphs and generate point-wise…

Signal Processing · Electrical Eng. & Systems 2024-09-13 Victor M. Tenorio , Elvin Isufi , Geert Leus , Antonio G. Marques

Data-driven discovery of governing equations from data remains a fundamental challenge in nonlinear dynamics. Although sparse regression techniques have advanced system identification, they struggle with rational functions and noise…

Machine Learning · Computer Science 2025-11-17 Zitong Zhang , Hao Sun

This paper extends previous identification method to the asynchronous sampling scenario, enabling the simultaneous handling of asynchronous, non-uniform, and slow-rate sampling conditions. Moving beyond lumped systems, the proposed…

Systems and Control · Electrical Eng. & Systems 2026-02-05 Yunxiang Ma , Tong Zhou

Large-scale recurrent networks have drawn increasing attention recently because of their capabilities in modeling a large variety of real-world phenomena and physical mechanisms. This paper studies how to identify all authentic connections…

Machine Learning · Statistics 2015-06-23 Yiyuan She , Yuejia He , Dapeng Wu

The study of random graphs and networks had an explosive development in the last couple of decades. Meanwhile, techniques for the statistical analysis of sequences of networks were less developed. In this paper we focus on networks…

Disordered Systems and Neural Networks · Physics 2017-04-18 Daniel Fraiman , Nicolas Fraiman , Ricardo Fraiman

The evolution of communities in dynamic (time-varying) network data is a prominent topic of interest. A popular approach to understanding these dynamic networks is to embed the dyadic relations into a latent metric space. While methods for…

Methodology · Statistics 2020-03-18 Joshua Daniel Loyal , Yuguo Chen

As distributed systems increase in size, the need for scalable algorithms becomes more and more important. We argue that in the context of system identification, an essential building block of any scalable algorithm is the ability to…

Optimization and Control · Mathematics 2014-07-23 Nikolai Matni , Anders Rantzer

Data characterized by high dimensionality and sparsity are commonly used to describe real-world node interactions. Low-rank representation (LR) can map high-dimensional sparse (HDS) data to low-dimensional feature spaces and infer node…

Machine Learning · Computer Science 2024-08-30 Qicong Hu , Hao Wu

Network inference has been extensively studied in several fields, such as systems biology and social sciences. Learning network topology and internal dynamics is essential to understand mechanisms of complex systems. In particular, sparse…

Machine Learning · Statistics 2022-06-13 Yasen Wang , Junyang Jin , Jorge Goncalves

Low complexity of a system model is essential for its use in real-time applications. However, sparse identification methods commonly have stringent requirements that exclude them from being applied in an industrial setting. In this paper,…

Systems and Control · Electrical Eng. & Systems 2022-03-24 Mark Haring , Esten Ingar Grøtli , Signe Riemer-Sørensen , Katrine Seel , Kristian Gaustad Hanssen

The theory of network identification, namely identifying the (weighted) interaction topology among a known number of agents, has been widely developed for linear agents. However, the theory for nonlinear agents using probing inputs is far…

Systems and Control · Computer Science 2025-01-29 Miel Sharf , Daniel Zelazo

Dynamic networks are structured interconnections of dynamical systems (modules) driven by external excitation and disturbance signals. In order to identify their dynamical properties and/or their topology consistently from measured data, we…

Systems and Control · Computer Science 2018-04-12 Harm H. M. Weerts , Paul M. J. Van den Hof , Arne G. Dankers

This paper considers nonlinear dynamic models where the main parameter of interest is a nonnegative matrix characterizing the network (contagion) effects. This network matrix is usually constrained either by assuming a limited number of…

Econometrics · Economics 2022-11-23 Christian Gourieroux , Joann Jasiak

In this work, we explore the state-space formulation of a network process to recover, from partial observations, the underlying network topology that drives its dynamics. To do so, we employ subspace techniques borrowed from system…

Signal Processing · Electrical Eng. & Systems 2019-06-26 Mario Coutino , Elvin Isufi , Takanori Maehara , Geert Leus

Molecular profiling data (e.g., gene expression) has been used for clinical risk prediction and biomarker discovery. However, it is necessary to integrate other prior knowledge like biological pathways or gene interaction networks to…

Genomics · Quantitative Biology 2016-09-22 Wenwen Min , Juan Liu , Shihua Zhang

The quantitative formulation of evolution equations is the backbone for prediction, control, and understanding of dynamical systems across diverse scientific fields. Besides deriving differential equations for dynamical systems based on…

Data Analysis, Statistics and Probability · Physics 2025-01-06 Tim W. Kroll , Oliver Kamps