## Structural Change Detection (last update: Nov.28.2013)## IntroductionWe provide the MATLAB(R) code of the algorithm for direct structural changes detection in Markov netwoks (Liu, et al., 2013). The code does the following work automatically: Sample 500 points from 50 dimensional multivariate Gaussian distribution with random correlation among random varibales. Sample another 500 points from a altered distribution which is obtained by randomly weakening 18 pairwise correlation from . Perform structural change detection using the proposed method described in Liu, et al. 2013, and visualize the regularization path.
This distribution is under GPL license. ## The Problem Setting and OptimizationGiven two sets of samples , we are solving the following problem: where is a function basis, which is polynomial basis in this implementation and indexes each uni/pairwise factors in Markov Networks. For detailed explanation of optimization problem, please see Liu et al., 2013. ## DownloadPrimal and ## ResultsRun the script named “demo.m (or ## ReferenceLiu, S., Quinn, J. A., Gutmann, M. U., Sugiyama, M., ## AcknowledgementsThanks Mark Schmidt for making his minFunc and minConF packages available online. |