Graphical model selection for a particular class of continuous-time processes.

DOI10.14736/KYB-2019-5-0782MaRDI QIDQ5219000zbMATH OpenOpenAlexFDO

Authors Mattia Zorzi

Publication date 6 March 2020

Published in Kybernetika (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10338.dmlcz/147951

zbMATH Keywords

entropygraphical modelsoptimizationregularizationsparse inverse covariance selection

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) System identification (93B30)

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Cites work

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• Probabilistic graphical models.
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• Rejoinder: Latent variable graphical model selection via convex optimization
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• Topology selection in graphical models of autoregressive processes

Cited in

(4)

• Nonparametric identification of Kronecker networks
• Autoregressive identification of Kronecker graphical models
• Topology selection in graphical models of autoregressive processes
• Gaussian graphical models

Describes a project that uses

Uses Software

• CVX
• glasso

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