2 papers
stat.ML2024
Identification of Non-causal Graphical Models
Junyao You, Mattia Zorzi
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 an…
stat.ME2023
Sparse plus low-rank identification for dynamical latent-variable graphical AR models
Junyao You, Chengpu Yu
This paper focuses on the identification of graphical autoregressive models with dynamical latent variables. The dynamical structure of latent variables is described by a matrix po…