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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....
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2018
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| Materias: | |
| 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 |