High-dimensional factor copula models with estimation of latent variables.
Xinyao FanHarry JoePublished in: J. Multivar. Anal. (2024)
Keyphrases
- latent variables
- probabilistic model
- high dimensional
- latent variable models
- hidden variables
- prior knowledge
- hierarchical model
- structured prediction
- posterior distribution
- bayesian networks
- semi parametric
- probabilistic graphical models
- joint distribution
- parameter estimation
- low dimensional
- structural svms
- real valued
- observed variables
- observational data
- factor graphs
- information retrieval
- least squares
- linear models
- high dimensional data
- gaussian processes
- random variables
- gaussian process
- experimental data
- variable selection