ConclusionΒΆ
From a subset of variables, we recovered sucessfully (i) the observed-to-observed, hidden-to-observed, observed-to-hidden, and hidden-to-hidden interactions; (ii) the configurations of hidden variables; (iii) the number of hidden variables.
The peformace of Expectation Reflection (ER) is significantly better than other existing methods such as mean field approximations and Maximum Likelihood Estimation (MLE). Furthermore, ER works much faster than MLE.
Application of ER in analyzing of recording neuronal activity and stock market data are shown in our paper [Phys. Rev. E 99, 042114 (2019)].