Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Online Joint Topology Identification and Signal Estimation from Streams
  with Missing Data   Identifying the topology that underlies a set of time series is useful for
tasks such as prediction, denoising, and data completion. Vector autoregressive
(VAR) model-based topologies capture dependencies among time series, and are
often inferred from observed spatio-temporal data. When the data are affected
by noise and/or missing samples, the tasks of topology identification and
signal recovery (reconstruction) have to be performed jointly. Additional
challenges arise when i) the underlying topology is time-varying, ii) data
become available sequentially, and iii) no delay is tolerated. To overcome
these challenges, this paper proposes two online algorithms to estimate the VAR
model-based topologies. The proposed algorithms have constant complexity per
iteration, which makes them interesting for big data scenarios. They also enjoy
complementary merits in terms of complexity and performance. The inexact
proximal online gradient descent framework is used to derive a performance
guarantee for the most competitive proposed algorithm in the form of a dynamic
regret bound. Numerical tests are also presented, showcasing the ability of the
proposed algorithms to track the time-varying topologies with missing data in
an online fashion.

22
The categories of this paper are: chao-dyn
1
The categories of this paper are: cs
24
The categories of this paper are: dg-ga
2
The categories of this paper are: math
30
The categories of this paper are: q-alg
28
The categories of this paper are: alg-geom
13
The categories of this paper are: quant-ph
31
The categories of this paper are: ao-sci
7
The categories of this paper are: hep-th
11
The categories of this paper are: hep-lat
3
The categories of this paper are: physics
10
The categories of this paper are: q-bio
26
The categories of this paper are: bayes-an
33
The categories of this paper are: plasm-ph
16
The categories of this paper are: stat
12
The categories of this paper are: nucl-th