Sparse Plus Low-Rank Identification of Latent-Variable Graphical ARMA Models.
Junyao YouChengpu YuPublished in: CDC (2023)
Keyphrases
- low rank
- latent variables
- rank minimization
- probabilistic model
- low rank matrix
- latent variable models
- linear combination
- convex optimization
- missing data
- singular value decomposition
- matrix factorization
- prior knowledge
- low rank matrices
- high dimensional
- robust principal component analysis
- high dimensional data
- latent factors
- hidden variables
- matrix completion
- model selection
- text mining
- low rank representation