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It is commonplace to encounter nonstationary data, of which the underlying generating process may change over time or across domains.
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Time-varying dynamic Bayesian networks
L. Song, M. Kolar, and E. Xing · 2009
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http://myconnectome.org/wp/
R. Poldrack
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Identification of time-dependent causal model: A gaussian process treatment
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Hippocampal microcircuits, functional connectivity, and prostheses
D. Song, MC. Hsiao, I. Opris, RE. Hampson, VZ. Marmarelis, GA. Gerhardt, SA. Deadwyler, and TW. Berger · 2015
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