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: CoRR (2018)
Keyphrases
- network model
- latent variables
- probabilistic model
- random variables
- immune algorithm
- posterior distribution
- hierarchical model
- latent variable models
- approximate inference
- gaussian process
- prior knowledge
- real valued
- variational bayes
- network properties
- conditionally independent
- data mining
- structural svms
- factor graphs
- hidden variables
- max margin
- gene regulatory networks
- probability distribution
- structural svm
- high dimensional