Copula Gaussian graphical models with hidden variables

• Main Authors: Yu, Hang, Dauwels, Justin, Wang, Xueou
• Other Authors: School of Electrical and Electronic Engineering
• Format: Conference or Workshop Item
• Language: English
• Published: 2013
• Online Access: https://hdl.handle.net/10356/98434; http://hdl.handle.net/10220/13379
• Institution: Nanyang Technological University

Gaussian hidden variable graphical models are powerful tools to describe high-dimensional data; they capture dependencies between observed (Gaussian) variables by introducing a suitable number of hidden variables. However, such models are only applicable to Gaussian data. Moreover, they are sensitiv...