Tracking Time-varying Graphical Structure

  title={Tracking Time-varying Graphical Structure},
  author={Erich Kummerfeld and David Danks},
Structure learning algorithms for graphical models have focused almost exclusively on stable environments in which the underlying generative process does not change; that is, they assume that the generating model is globally stationary. In real-world environments, however, such changes often occur without warning or signal. Real-world data often come from generating models that are only locally stationary. In this paper, we present LoSST, a novel, heuristic structure learning algorithm that… CONTINUE READING

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