Spatio-Temporal Graphical Model Selection

This paper treats the problem of learning the interaction structure of a spatiotemporal graphical model for a discrete state and discrete time stochastic process known as the susceptible, infected, recovered (SIR) model. The presence of spatial interactions cause adjacent nodes in the graph to affect each others states over time. Learning the topology of this graph is known as model selection. We cast this graphical model selection problem as a penalized likelihood problem, resulting in a convex program for which convex optimization solvers can be applied. SIR spatiotemporal graphical models are commonly used in modeling the random propagation of information between nodes in large networks in bioinformatics, signal processing, public health, and national security (4; 9; 21). Knowing the network link structure allows accurate prediction of individual node states and can aid the development of control and intervention strategies for such networks. This paper develops a tractable method to estimate the topology of the network for the SIR spatiotemporal graphical model from empirical data. Exact solutions of the graphical model selection problem is NP hard due to the combinatorial nature of enumeration through the discrete space of possible graph topologies.