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...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awduron: Giscard, P, Choo, Z, Thwaite, S, Jaksch, D
Fformat: Journal article
Cyhoeddwyd: Journal of Machine Learning Research 2016