need to clearify impact of identification issue on filtering misspecified dynamics

domenicodigangi / DynWGraphsPaper

Code for analysis of paper about dynmical sparse weighted graphs

MIT License

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Closed domenicodigangi closed 2 years ago

domenicodigangi commented 3 years ago

Identification issues:

phi_in and phi_out
uniform regressor:
- phi_in phi_out tv and beta tv
- phi_in phi_out tv and beta const
one phi is not identified if a node has zero degree

domenicodigangi commented 3 years ago

need to run a few filter tests with constant beta

domenicodigangi commented 2 years ago

Regarding the uniform regressor issue, there seems to be a problem only with the single snapshots estimates for time varying beta

domenicodigangi commented 2 years ago

The SD filter should not have issues as indicated by the filtering of misspecified dynamics