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Published in 2019 at "Journal of the American Statistical Association"
DOI: 10.1080/01621459.2018.1434531
Abstract: ABSTRACT We consider the problem of learning a conditional Gaussian graphical model in the presence of latent variables. Building on recent advances in this field, we suggest a method that decomposes the parameters of a…
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Keywords:
presence latent;
model;
graphical model;
model selection ... See more keywords