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Graphical Model Selection for Gaussian Conditional Random Fields in the Presence of Latent Variables

We consider the problem of learning a conditional Gaussian graphical model in the presence of latent variables. Building on recent advances in this field, we suggest a method that decomposes the parameters of a conditional Markov random field into the sum of a sparse and a low-rank matrix. We derive...

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Bibliografiske detaljer
Udgivet i:J Am Stat Assoc
Main Authors: Frot, Benjamin, Jostins, Luke, McVean, Gilean
Format: Artigo
Sprog:Inglês
Udgivet: Taylor & Francis 2018
Fag:
Online adgang:https://ncbi.nlm.nih.gov/pmc/articles/PMC6636895/
https://ncbi.nlm.nih.gov/pubmed/31391793
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/01621459.2018.1434531
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