Latent Variable Graphical Model Selection Via Convex Optimization

Latent Variable Graphical Model Selection Via Convex Optimization

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Suppose we have samples of a subset of a collection of random variables. No additional information is provided about the number of latent variables, nor of the relationship between the latent and observed variables. Is it possible to discover the number of hidden components, and to learn a statistic...

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Bibliographic Details
Main Authors: Chandrasekaran, Venkat, Parrilo, Pablo A., Willsky, Alan S.
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Format: Article
Language:en_US
Published: Institute of Electrical and Electronics Engineers (IEEE) 2012
Online Access:http://hdl.handle.net/1721.1/72612
https://orcid.org/0000-0003-1132-8477
https://orcid.org/0000-0003-0149-5888
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