Latent variable graphical model selection via convex optimization

Suppose we observe 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 latent components, and to learn a statis...

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Bibliographic Details
Main Author: Willsky, Alan S.
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Format: Article
Language:en_US
Published: Institute of Mathematical Statistics 2013
Online Access:http://hdl.handle.net/1721.1/77885
https://orcid.org/0000-0003-0149-5888