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IEEE Philadelphia Chapter of CSS/CASS/SMCS
Distinguished Lecturer
Date: June 5, 2025
Time: 7:00 - 8:00 PM
Location: Virtual
DISCRETE STATE SYSTEM IDENTIFICATION: EXAMPLES AND BOUNDS
Speaker: Dr. Carolyn Beck
We consider data-driven methods for modeling discrete-valued dynamical systems evolving over networks. The spread of viruses and diseases, the propagation of ideas and misinformation, the fluctuation of stock prices, and correlations of financial risk between banking and economic institutions are all examples of such systems. In many of these systems, data may be widely available, but approaches to identify relevant mathematical models, including the underlying network topology, are not widely established or agreed upon. Classic system identification methods focus on identifying continuous-valued dynamical systems from data, where the main analysis of such approaches largely focuses on asymptotic properties, i.e., consistency. More recent identification approaches have focused on sample complexity, i.e., how much data is needed to achieve an acceptable model approximation. In this talk, we will discuss the problem of identifying a mathematical model from data for a discrete-valued, discrete-time dynamical system evolving over a network. Specifically, under maximum likelihood estimation approaches, we will demonstrate guaranteed consistency conditions and sample complexity bounds. Applications to the aforementioned examples will be further discussed as time allows.
Register here:
https://events.vtools.ieee.org/m/480080
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