Sensitivity analysis for inference with partially identifiable covariance matrices.
Max Grazier G'SellShai S. Shen-OrrRobert TibshiraniPublished in: Comput. Stat. (2014)
Keyphrases
- sensitivity analysis
- covariance matrices
- covariance matrix
- maximum likelihood
- managerial insights
- distance measure
- vector space
- gaussian distribution
- gaussian mixture model
- variational inequalities
- gaussian mixture
- multivariate normal
- influence diagrams
- probabilistic inference
- principal component analysis
- feature vectors
- bayesian inference
- riemannian metric
- bayesian networks
- linear classifiers
- em algorithm
- probabilistic model
- computational complexity
- riemannian manifolds
- optimal solution