Maximum Likelihood Identification of an Information Matrix Under Constraints in a Corresponding Graphical Model

We address the problem of identifying the neighborhood structure of an undirected graph, whose nodes are labeled with the elements of a multivariate normal (MVN) random vector. A semi-definite program is given for estimating the information matrix under arbitrary constraints on its elements. More i...

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Bibliographic Details
Main Author: Li, Nan
Other Authors: Randy Clinton Paffenroth, Advisor
Format: Others
Published: Digital WPI 2017
Subjects:
Online Access:https://digitalcommons.wpi.edu/etd-theses/128
https://digitalcommons.wpi.edu/cgi/viewcontent.cgi?article=1127&context=etd-theses

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