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Register a new userInferring the conditional mean
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Added by
Gusztav Morvai
Publication date
2007
fields
Informatics Engineering
and research's language is
English
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Consider a stationary real-valued time series ${X_n}_{n=0}^{infty}$ with a priori unknown distribution. The goal is to estimate the conditional expectation $E(X_{n+1}|X_0,..., X_n)$ based on the observations $(X_0,..., X_n)$ in a pointwise consistent way. It is well known that this is not possible at all values of $n$. We will estimate it along stopping times.
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Information diffusion is a fundamental process that takes place over networks. While it is rarely realistic to observe the individual transmissions of the information diffusion process, it is typically possible to observe when individuals first publish the information. We look specifically at previously published algorithm NETINF that probabilistically identifies the optimal network that best explains the observed infection times. We explore how the algorithm could perform on a range of intrinsically different social and information network topologies, from news blogs and websites to Twitter to Reddit.
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