Title :
The value of temporal data for learning of influence networks: A characterization via Kullback-Leibler divergence
Author :
Munther A. Dahleh;John N. Tsitsiklis;Spyros I. Zoumpoulis
Author_Institution :
Laboratory for Information and Decision Systems, Massachusetts Institute of Technology, Cambridge, USA
Abstract :
We infer local influence relations between networked entities from data on outcomes and assess the value of temporal data by formulating relevant binary hypothesis testing problems and characterizing the speed of learning of the correct hypothesis via the Kullback-Leibler divergence, under three different types of available data: knowing the set of entities who take a particular action; knowing the order that the entities take an action; and knowing the times of the actions.
Keywords :
"Testing","Random variables","Graphical models","Parametric statistics","Measurement uncertainty","Complexity theory","Context"
Conference_Titel :
Decision and Control (CDC), 2015 IEEE 54th Annual Conference on
DOI :
10.1109/CDC.2015.7402658