Abstract
In this work, we present an additive model for space-time data that splits the data into a temporally correlated component and a spatially correlated component. We model the spatially correlated portion using a time-varying Gaussian graphical model. Under assumptions on the smoothness of changes in covariance matrices, we derive strong single sample convergence results, confirming our ability to estimate meaningful graphical structures as they evolve over time. We apply our methodology to the discovery of time-varying spatial structures in human brain fMRI signals.
Original language | English |
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Pages (from-to) | 5833-5841 |
Number of pages | 9 |
Journal | Advances in Neural Information Processing Systems |
Volume | 2017-December |
Publication status | Published - 2017 |
Event | 31st Annual Conference on Neural Information Processing Systems, NIPS 2017 - Long Beach, United States Duration: 2017 Dec 4 → 2017 Dec 9 |
Bibliographical note
Publisher Copyright:© 2017 Neural information processing systems foundation. All rights reserved.
All Science Journal Classification (ASJC) codes
- Computer Networks and Communications
- Information Systems
- Signal Processing