2 papers
cs.IT2020
Latent Factor Analysis of Gaussian Distributions under Graphical Constraints
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 $Σ_…
cs.IT2019
Algebraic Properties of Wyner Common Information Solution under Graphical Constraints
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 ve…