Learning Sparse Graphs for Prediction of Multivariate Data Processes
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DOI: 10.1109/lsp.2019.2896435
Abstract: We address the problem of prediction of multivariate data process using an underlying graph model. We develop a method that learns a sparse partial correlation graph in a tuning-free and computationally efficient manner. Specifically, the… read more here.
Keywords: multivariate data; graphs; prediction multivariate; learning sparse ... See more keywords