Abstract
Stochastic networks are a plausible representation of the relational information among entities in dynamic systems such as living cells or social communities. While there is a rich literature in estimating a static or temporally invariant network from observation data, little has been done toward estimating time-varying networks from time series of entity attributes. In this paper we present two new machine learning methods for estimating time-varying networks, which both build on a temporally smoothed l1-regularized logistic regression formalism that can be cast as a standard convex-optimization problem and solved efficiently using generic solvers scalable to large networks. We report promising results on recovering simulated timevarying networks. For real data sets, we reverse engineer the latent sequence of temporally rewiring political networks between Senators from the US Senate voting records and the latent evolving regulatory networks underlying 588 genes across the life cycle of Drosophila melanogaster from the microarray time course. . This reprint differs from the original in pagination and typographic detail. 1 2 KOLAR, SONG, AHMED AND XING Each of these characteristics adds a degree of complexity to the interpretation and analysis of networks. In this paper we present a new methodology and analysis that address a particular aspect of dynamic network analysis: how can one reverse engineer networks that are latent, and topologically evolving over time, from time series of nodal attributes. While there is a rich and growing literature on modeling time-invariant networks, much less has been done toward modeling dynamic networks that are rewiring over time. We refer to these time or condition specific circuitries as time-varying networks, which are ubiquitous in various complex systems. Consider the following two real world problems:
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