Sparse plus low-rank identification for dynamical latent-variable graphical AR models
From MaRDI portal
Publication:6537356
DOI10.1016/J.AUTOMATICA.2023.111405zbMATH Open1539.93038MaRDI QIDQ6537356FDOQ6537356
Authors: Junyao You, Chengpu Yu
Publication date: 14 May 2024
Published in: Automatica (Search for Journal in Brave)
Recommendations
- Generalized maximum entropy based identification of graphical ARMA models
- Latent variable graphical model selection via convex optimization
- Sparse plus low rank network identification: a nonparametric approach
- Empirical Bayesian learning in AR graphical models
- A Bayesian approach to sparse dynamic network identification
latent variablesSchur complementgraphical autoregressive modelssparse plus low-rank optimization model
Cites Work
- Title not available (Why is that?)
- Graphical interaction models for multivariate time series.
- Sparse inverse covariance estimation with the graphical lasso
- Modelling multiple time series via common factors
- High-dimensional statistics. A non-asymptotic viewpoint
- Latent variable graphical model selection via convex optimization
- Exact matrix completion via convex optimization
- Rank-Sparsity Incoherence for Matrix Decomposition
- Schur complements and statistics
- Combined parameter and output estimation of dual-rate systems using an auxiliary model
- AR Identification of Latent-Variable Graphical Models
- A Maximum Entropy Solution of the Covariance Extension Problem for Reciprocal Processes
- ARMA Identification of Graphical Models
- A Scalable Strategy for the Identification of Latent-Variable Graphical Models
- Graphical models of autoregressive processes
- Large dynamic covariance matrix estimation with an application to portfolio allocation: a semiparametric reproducing kernel Hilbert space approach
- Data-Driven Link Prediction Over Graphical Models
- Generalized maximum entropy based identification of graphical ARMA models
- Learning Latent Variable Dynamic Graphical Models by Confidence Sets Selection
- Empirical Bayesian learning in AR graphical models
- Topology selection in graphical models of autoregressive processes
- High-Dimensional Data Analysis with Low-Dimensional Models
- Factor Models With Real Data: A Robust Estimation of the Number of Factors
- The Circulant Rational Covariance Extension Problem: The Complete Solution
- A multi-period constrained multi-objective evolutionary algorithm with orthogonal learning for solving the complex carbon neutral stock portfolio optimization model
- Topology Learning of Linear Dynamical Systems With Latent Nodes Using Matrix Decomposition
This page was built for publication: Sparse plus low-rank identification for dynamical latent-variable graphical AR models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6537356)