Exact inference on Gaussian graphical models of arbitrary topology using path-sums
We present the path-sum formulation for exact statistical inference of marginals on Gaussian graphical models of arbitrary topology. The path-sum formulation gives the covariance between each pair of variables as a branched continued fraction of finite depth and breadth. Our method originates from t...
| Main Authors: | , , , |
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| Format: | Journal article |
| Published: |
Journal of Machine Learning Research
2016
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