Sparse plus low-rank identification for dynamical latent-variable graphical AR models.
Junyao YouChengpu YuPublished in: Autom. (2024)
Keyphrases
- low rank
- latent variables
- probabilistic model
- low rank matrix
- rank minimization
- matrix factorization
- latent variable models
- convex optimization
- linear combination
- missing data
- prior knowledge
- low rank matrices
- latent factors
- robust principal component analysis
- low rank representation
- matrix completion
- singular value decomposition
- probabilistic latent semantic analysis
- gaussian process
- model selection