1 code implementation • 8 Jan 2020 • Md Mahmudul Hasan, Shuangqing Wei, Ali Moharrer
We explore the algebraic structure of the solution space of convex optimization problem Constrained Minimum Trace Factor Analysis (CMTFA), when the population covariance matrix $\Sigma_x$ has an additional latent graphical constraint, namely, a latent star topology.
no code implementations • 21 Jan 2017 • Md Mahmudul Hasan, Shuangqing Wei, Ali Moharrer
The Constrained Minimum Determinant Factor Analysis (CMDFA) setting was motivated by Wyner's common information problem where we seek a latent representation of a given Gaussian vector distribution with the minimum mutual information under certain generative constraints.
Information Theory Information Theory
no code implementations • 24 Jan 2016 • Ali Moharrer, Shuangqing Wei, George T. Amariucai, Jing Deng
In latent Gaussian trees the pairwise correlation signs between the variables are intrinsically unrecoverable.
