A Latent Multilayer Graphical Model For Complex, Interdependent Systems

Networks have been extensively used and have provided novel insights across a wide variety of research areas. However, many real-world systems are, in fact, a ``network of networks'', or a multilayer network, which interact as components of a larger multimodal system. A major difficulty in this multilayer framework is the estimation of interlayer edges or connections. In this work, we propose a new estimation method, called multilayer sparse + low-rank inverse covariance estimation (multiSLICE), which estimates the interlayer edges.