A Bayesian approach to sparse dynamic network identification

DOI10.1016/j.automatica.2012.05.054zbMath1267.93172MaRDI QIDQ2391442

Gianluigi Pillonetto, Alessandro Chiuso

Publication date: 31 July 2013

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0005109812002270

zbMATH Keywords

Gaussian processes; kernel-based methods; lasso; elastic net; linear system identification; sparsity inducing priors

Mathematics Subject Classification ID

93C05: Linear systems in control theory

93E12: Identification in stochastic control theory

93A15: Large-scale systems

Related Items

Generalized System Identification with Stable Spline Kernels, Identification of Dynamical Networks, A shift in paradigm for system identification, A Scaled Gradient Projection Method for Bayesian Learning in Dynamical Systems, Hierarchical subspace identification of directed acyclic graphs, A real-time identification method of network structure in complex network systems, Identification of low rank vector processes, Topology identification of sparse network: a stochastic variational Bayesian approach, Sparse network identifiability via compressed sensing, Sparse plus low rank network identification: a nonparametric approach, Variance analysis of linear SIMO models with spatially correlated noise, Errors-in-variables identification in dynamic networks-consistency results for an instrumental variable approach, Identifiability of linear dynamic networks, An empirical Bayes approach to identification of modules in dynamic networks, Mixed \(\ell_2\) and \(\ell_1\)-norm regularization for adaptive detrending with ARMA modeling, Prediction error identification of linear dynamic networks with rank-reduced noise, Blind identification of fully observed linear time-varying systems via sparse recovery, The harmonic analysis of kernel functions, Generic identifiability of subnetworks in a linear dynamic network: the full measurement case, Nonparametric identification of Kronecker networks, Sparse estimation in linear dynamic networks using the stable spline horseshoe prior, A scalable multi-step least squares method for network identification with unknown disturbance topology, A frequency domain approach for local module identification in dynamic networks, Sparse Bayesian deep learning for dynamic system identification, Abstractions of linear dynamic networks for input selection in local module identification, High precision variational Bayesian inference of sparse linear networks, Identification of affinely parameterized state-space models with unknown inputs, Physics informed topology learning in networks of linear dynamical systems, Maximum entropy vector kernels for MIMO system identification, PO-MOESP subspace identification of directed acyclic graphs with unknown topology, On optimal input design for networked systems, Model identification of a network as compressing sensing, A microscopic-view infection model based on linear systems, Topology identification of heterogeneous networks: identifiability and reconstruction, Dynamic network reconstruction from heterogeneous datasets, Learning linear modules in a dynamic network using regularized kernel-based methods, On semiseparable kernels and efficient implementation for regularized system identification and function estimation

Uses Software

• alr3
• System Identification Toolbox

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The Adaptive Lasso and Its Oracle Properties
• Sparse estimators and the oracle property, or the return of Hodges' estimator
• Prediction error identification of linear systems: a nonparametric Gaussian regression approach
• On covariance function tests used in system identification
• A new kernel-based approach for linear system identification
• Statistical analysis of network data. Methods and models
• Subset selection for vector autoregressive processes using Lasso
• Delay structure conditions for identifiability of closed loop systems
• Estimating the dimension of a model
• Closed-loop identification revisited
• Consistency analysis of some closed-loop subspace identification methods
• Least angle regression. (With discussion)
• On the estimation of transfer functions, regularizations and Gaussian processes-revisited
• Solutions of nonlinear control and estimation problems in reproducing kernel Hilbert spaces: existence and numerical determination
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• High-dimensional graphs and variable selection with the Lasso
• Learning theory estimates via integral operators and their approximations
• Forward Regression for Ultra-High Dimensional Variable Screening
• Efficient Modeling and Control of Large-Scale Systems
• The Bayesian Lasso
• On scale mixtures of normal distributions
• On jointly stationary feedback-free stochastic processes
• Quantifying the error in estimated transfer functions with application to model order selection
• 10.1162/15324430152748236
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• An Empirical Bayesian Strategy for Solving the Simultaneous Sparse Approximation Problem
• Applied Linear Regression
• 10.1162/153244303322753616
• Topological Identification in Networks of Dynamical Systems
• Regression coefficient and autoregressive order shrinkage and selection via the lasso
• Latent Variable Bayesian Models for Promoting Sparsity
• Regularization and Variable Selection Via the Elastic Net
• ARMA Identification of Graphical Models
• Model Selection and Estimation in Regression with Grouped Variables
• Theory of Reproducing Kernels
• Compressed sensing
• A new look at the statistical model identification