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Nov, 2010
随机微分方程网络学习
Learning Networks of Stochastic Differential Equations
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José Bento, Morteza Ibrahimi, Andrea Montanari
TL;DR
该篇论文研究了使用线性模型描述随机动态的网络(有向图)的学习问题，并证明了在较高采样率的情况下，利用$\ell_1$-正则化最小二乘算法可以高效地推断出稀疏网络结构。
Abstract
We consider
linear models
for
stochastic dynamics
. To any such model can be associated a network (namely a directed graph) describing which degrees of freedom interact under the dynamics. We tackle the problem of
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