Title :
Fourier Bayesian Information Criterion for network structure and causality estimation
Author :
Peraza, Luis R. ; Halliday, David M.
Author_Institution :
Dept. of Electron., Univ. of York, York, UK
Abstract :
We propose a variant of the Bayesian Information Criterion (BIC) for network structure learning that we have called Fourier BIC (FBIC). The new measure is based on spectral techniques and can be applied in a similar way to previous network fitting measures such as Akaike´s, Minimum description length or BIC. FBIC presents the advantage of causality estimation, which is of paramount importance in dynamic networks and complex systems analysis. We test the performance of FBIC by estimating the structure of a causal Gaussian network using the K2 algorithm.
Keywords :
Bayes methods; Fourier analysis; causality; network theory (graphs); spectral analysis; Fourier BIC; Fourier Bayesian information criterion; K2 algorithm; causal Gaussian network; causality estimation; complex system analysis; network fitting measure; network structure; spectral technique; Algorithm design and analysis; Bayesian methods; Data models; Delay; Delay effects; Heuristic algorithms; Time series analysis;
Conference_Titel :
Signals and Electronic Systems (ICSES), 2010 International Conference on
Conference_Location :
Gliwice
Print_ISBN :
978-1-4244-5307-8
Electronic_ISBN :
978-83-9047-4-2