Networked systems that occur in various domains, such as the power grid, the brain, and opinion networks, are known to obey conservation laws. For instance, electric networks obey Kirchoff's laws, and social networks display opinion consensus. Such conservation laws are often modeled as balance equations that relate appropriate injected flows and potentials at the nodes of the networks. A recent line of work considers the problem of estimating the unknown structure of such networked systems from observations of node potentials (and only the knowledge of the statistics of injected flows). Given the dynamic nature of the systems under consideration, an equally important task is estimating the change in the structure of the network from data -- the so called differential network analysis problem. That is, given two sets of node potential observations, the goal is to estimate the structural differences between the underlying networks. We formulate this novel differential network analysis problem for systems obeying conservation laws and devise a convex estimator to learn the edge changes directly from node potentials. We derive conditions under which the estimate is unique in the high-dimensional regime and devise an efficient ADMM-based approach to perform the estimation. Finally, we demonstrate the performance of our approach on synthetic and benchmark power network data.
翻译:在诸如电网、大脑和舆论网络等不同领域出现的联网系统已知会遵守养护法,例如电网、大脑和舆论网络,电网遵守基尔乔夫的法律,社交网络显示意见共识,这些养护法往往以平衡方程为模型,在网络节点上与适当的注入流动和潜力相联系,最近的工作方针考虑从对节点潜力的观测(而且只了解注入的流量的统计资料)中估计这类联网系统未知的结构的问题。鉴于正在审议的系统具有动态性质,一项同样重要的任务就是从数据中估计网络结构的变化 -- -- 所谓的差别网络分析问题。考虑到两套节点潜在观察,目标是估计基本网络之间的结构差异。我们为遵守养护法的系统制定这种新的差别网络分析问题,并设计一个矩形估计器,直接从节点潜力中了解边缘变化的情况。我们从中得出估计数的独特性,并设计一个高效的ADMMM方法来进行估计。最后,我们展示了我们综合数据网络的绩效。