Stochastic optimization methods for structure learning in Gaussian graphical models and the general log-determinant optimization

Graphical models compactly represent the most significant interactions of multivariate probability distributions, provide an efficient inference framework to answer challenging statistical queries, and incorporate both expert knowledge with data to extract information from complex systems. When the...

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Bibliographic Details
Main Author: Wu, Songwei
Other Authors: Justin Dauwels
Format: Thesis-Doctor of Philosophy
Language:English
Published: Nanyang Technological University 2020
Subjects:
Online Access:https://hdl.handle.net/10356/142033