Joint Association Graph Screening and Decomposition for Large-scale Linear Dynamical Systems

This paper studies large-scale dynamical networks where the current state of the system is a linear transformation of the previous state, contaminated by a multivariate Gaussian noise. Examples include stock markets, human brains and gene regulatory networks. We introduce a transition matrix to desc...

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Veröffentlicht in:	arXiv.org 2014-11
Hauptverfasser:	She, Yiyuan, He, Yuejia, Li, Shijie, Wu, Dapeng
Format:	Artikel
Sprache:	eng
Schlagworte:	Data management Decomposition Dependence Edge joints Linear transformations Network topologies Random noise Screening Statistics - Computation Statistics - Machine Learning Transportation networks
Online-Zugang:	Volltext
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