Abstract

Hidden variables, evolving over time, appear in multiple settings, where it is valuable to recover them, typically from observed sums. Our driving application is 'network tomography', where we need to estimate the origin-destination (OD) traffic flows to determine, e.g., who is communicating with whom in a local area network. This information allows network engineers and managers to solve problems in design, routing, configuration debugging, monitoring and pricing. Unfortunately the direct measurement of the OD traffic is usually difficult, or even impossible; instead, we can easily measure the loads on every link, that is, sums of desirable OD flows. In this

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