Sensor Selection in High-Dimensional Gaussian Trees with Nuisances

We consider the sensor selection problem on multivariate Gaussian distributions where only a \emph{subset} of latent variables is of inferential interest. For pairs of vertices connected by a unique path in the graph, we show that there exist decompositions of nonlocal mutual information into local...

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Bibliographic Details
Main Authors: Levine, Daniel, How, Jonathan P.
Other Authors: Massachusetts Institute of Technology. Department of Aeronautics and Astronautics
Format: Article
Language:en_US
Published: Neural Information Processing Systems Foundation 2015
Online Access:http://hdl.handle.net/1721.1/96962
https://orcid.org/0000-0001-8576-1930