mlsanityData to 7 Oct 2026

Identification of Non-causal Graphical Models

arXiv 2410.09480 ↗First posted 12 Oct 2024stat.ML cs.LG math.OCcited by 0

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Abstract (arXiv)

The paper considers the problem to estimate non-causal graphical models whose edges encode smoothing relations among the variables. We propose a new covariance extension problem and show that the solution minimizing the transportation distance with respect to white noise process is a double-sided autoregressive non-causal graphical model. Then, we generalize the paradigm to a class of graphical autoregressive moving-average models. Finally, we test the performance of the proposed method through some numerical experiments.

Key facts. No citing papers in the map yet (data through 7 Oct 2026). Builds on 17 of its 41 references that are in the map. First posted on arXiv 12 Oct 2024.

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17 of 41 references.

References · 17

  1. 2013Oracle Inequalities for High Dimensional Vector Autoregressionscited by 11
  2. 2014AR Identification of Latent-variable Graphical Modelscited by 5
  3. 2018Identification of Sparse Reciprocal Graphical Modelscited by 5
  4. 2020Learning linear modules in a dynamic network using regularized kernel-based methodscited by 5
  5. 2019Topology Learning of Linear Dynamical Systems with Latent Nodes using Matrix Decompositioncited by 4
  6. 2023On the identification of ARMA graphical modelscited by 3
  7. 2019Empirical Bayesian Learning in AR Graphical Modelscited by 2
  8. 2020Data-driven Link Prediction over Graphical Modelscited by 2
  9. 2020Autoregressive Identification of Kronecker Graphical Modelscited by 2
  10. 2022Nonparametric Identification of Kronecker Networkscited by 2
  11. 2024Learning Sparse High-Dimensional Matrix-Valued Graphical Models From Dependent Datacited by 2
  12. 2015Multidimensional Rational Covariance Extension with Applications to Spectral Estimation and Image Compressioncited by 1
5 more
  1. 2018A Scalable Strategy for the Identification of Latent-variable Graphical Modelscited by 1
  2. 2021A Well-Posed Multidimensional Rational Covariance and Generalized Cepstral Extension Problemcited by 1
  3. 2023On the Statistical Consistency of a Generalized Cepstral Estimatorcited by 1
  4. 2023Sparse plus low-rank identification for dynamical latent-variable graphical AR modelscited by 1
  5. 2024ℓ0 Factor Analysis: A P-Stationary Point Theorycited by 1

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