Conditional independence graphs for multivariate autoregressive models by convex optimization: Efficient algorithms.
Said MaananBogdan DumitrescuCiprian Doru GiurcaneanuPublished in: Signal Process. (2017)
Keyphrases
- convex optimization
- conditional independence
- autoregressive model
- chain graphs
- bayesian networks
- graphical models
- random variables
- structure learning
- probability distribution
- causal models
- convex optimization problems
- total variation
- wavelet domain
- directed acyclic graph
- autoregressive
- regression model
- wavelet analysis
- directed graph
- structural learning
- reinforcement learning