Maximum Entropy Expectation-Maximization Algorithm for Fitting Latent-Variable Graphical Models to Multivariate Time Series

This work is focused on latent-variable graphical models for multivariate time series. We show how an algorithm which was originally used for finding zeros in the inverse of the covariance matrix can be generalized such that to identify the sparsity pattern of the inverse of spectral density matrix....

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Detalles Bibliográficos
Autores principales: Maanan, Saïd, Dumitrescu, Bogdan, Giurcăneanu, Ciprian Doru
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2018
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7512274/
https://www.ncbi.nlm.nih.gov/pubmed/33265161
http://dx.doi.org/10.3390/e20010076

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7512274/
https://www.ncbi.nlm.nih.gov/pubmed/33265161
http://dx.doi.org/10.3390/e20010076

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