Sparsity exploitation via discovering graphical models in multi-variate time-series forecasting.
Ngoc-Dung DoTruong Son HyDuy Khuong NguyenPublished in: CoRR (2023)
Keyphrases
- graphical models
- multi variate
- high dimensional
- belief propagation
- probabilistic model
- probabilistic graphical models
- random variables
- bayesian networks
- approximate inference
- gaussian distribution
- markov networks
- map inference
- probabilistic inference
- conditional random fields
- structure learning
- conditional independence
- exact inference
- factor graphs
- belief networks
- statistical inference
- undirected graphical models
- high dimensionality
- sparse representation
- data sets
- expectation maximization
- prior knowledge
- data structure
- data mining