AR Identification of Latent-Variable Graphical Models

DOI10.1109/TAC.2015.2491678zbMath1359.93508arXiv1405.0027OpenAlexW2964282423MaRDI QIDQ2980382

Mattia Zorzi, Rodolphe J. Sepulchre

Publication date: 3 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.0027

Mathematics Subject Classification ID

Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Identification in stochastic control theory (93E12) Detection theory in information and communication theory (94A13)

Related Items (14)

Generalized maximum entropy based identification of graphical ARMA models ⋮ Discrete-time negative imaginary systems ⋮ Support Recovery and Parameter Identification of Multivariate ARMA Systems with Exogenous Inputs ⋮ Topology identification under spatially correlated noise ⋮ An interpretation of the dual problem of the THREE-like approaches ⋮ Identification of low rank vector processes ⋮ Autoregressive identification of Kronecker graphical models ⋮ Finite time identification in unstable linear systems ⋮ Sparse plus low rank network identification: a nonparametric approach ⋮ Empirical Bayesian learning in AR graphical models ⋮ An alternating minimization algorithm for Factor Analysis ⋮ Graphical model selection for a particular class of continuous-time processes ⋮ Nonparametric identification of Kronecker networks ⋮ Matrix spectral factorization for SA4 multiwavelet

This page was built for publication: AR Identification of Latent-Variable Graphical Models