A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market.
Piero MazzarisiPaolo BaruccaFabrizio LilloDaniele TantariPublished in: Eur. J. Oper. Res. (2020)
Keyphrases
- network model
- latent variables
- probabilistic model
- random variables
- posterior distribution
- latent variable models
- immune algorithm
- prior knowledge
- approximate inference
- gene regulatory networks
- topic models
- hidden variables
- structural svms
- neural network
- variational bayes
- hierarchical model
- real valued
- causal relationships
- gaussian process
- support vector
- observed variables
- conditionally independent
- latent space
- factor graphs