Sparse plus low-rank identification for dynamical latent-variable graphical AR models.
Junyao YouChengpu YuPublished in: CoRR (2023)
Keyphrases
- low rank
- latent variables
- probabilistic model
- rank minimization
- low rank matrix
- singular value decomposition
- low rank matrices
- latent variable models
- prior knowledge
- convex optimization
- missing data
- matrix completion
- linear combination
- matrix factorization
- manifold learning
- structured prediction
- low rank representation
- probabilistic latent semantic analysis
- latent factors
- higher order
- feature selection
- robust principal component analysis