Exploiting sparse markov and covariance structure in multiresolution models
We consider Gaussian multiresolution (MR) models in which coarser, hidden variables serve to capture statistical dependencies among the finest scale variables. Tree-structured MR models have limited modeling capabilities, as variables at one scale are forced to be uncorrelated with each other condit...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
Association for Computing Machinery / ACM Digital Library
2011
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| Online Access: | http://hdl.handle.net/1721.1/65910 https://orcid.org/0000-0003-0149-5888 |