Data-Driven Link Prediction Over Graphical Models

DOI10.1109/TAC.2021.3137157MaRDI QIDQ6053259zbMATH OpenOpenAlexFDO

Authors Augusto Ferrante, Mattia Zorzi, Daniele Alpago

Publication date 26 September 2023

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2004.14187

zbMATH Keywords

covariance extensionoptimizationstochastic systemssystem identification

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Abstract: The positive link prediction (PLP) problem is formulated in a system identification framework: we consider dynamic graphical models for auto-regressive moving-average (ARMA) Gaussian random processes. For the identification of the parameters, we model our network on two different time scales: a quicker one, over which we assume that the process representing the dynamics of the agents can be considered to be stationary, and a slower one in which the model parameters may vary. The latter accounts for the possible appearance of new edges. The identification problem is cast into an optimization framework which can be seen as a generalization of the existing methods for the identification of ARMA graphical models. We prove the existence and uniqueness of the solution of such an optimization problem and we propose a procedure to compute numerically this solution. Simulations testing the performances of our method are provided.

Cited in

(6)

• Tensorial graph learning for link prediction in generalized heterogeneous networks
• Link prediction via linear optimization
• Supervised Link Weight Prediction Using Node Metadata
• Graph representation learning for popularity prediction problem: A survey
• Discovery Science
• Sparse plus low-rank identification for dynamical latent-variable graphical AR models

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