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Titel:

On the Lasso for Graphical Continuous Lyapunov Models

Dokumenttyp:
Konferenzbeitrag
Autor(en):
Dettling, Philipp; Drton, Mathias; Kolar, Mladen
Seitenangaben Beitrag:
514-550
Abstract:
Graphical continuous Lyapunov models offer a new perspective on modeling causally interpretable dependence structure in multivariate data by treating each independent observation as a one-time cross-sectional snapshot of a temporal process. Specifically, the models assume that the observations are cross-sections of independent multivariate Ornstein-Uhlenbeck processes in equilibrium. The Gaussian equilibrium exists under a stability assumption on the drift matrix, and the equilibrium covariance...     »
Stichworte:
Graphical models, ℓ1-regularization, Lyapunov equation, support recovery
Dewey-Dezimalklassifikation:
510 Mathematik
Herausgeber:
MLResearchPress
Kongress- / Buchtitel:
Proceedings of Machine Learning Research
Kongress / Zusatzinformationen:
Third Conference on Causal Learning and Reasoning
Band / Teilband / Volume:
236
Datum der Konferenz:
April 1-3, 2024
Publikationsdatum:
19.03.2024
Jahr:
2024
Quartal:
1. Quartal
Jahr / Monat:
2024-03
Monat:
Mar
E-ISBN:
2640-3498
Sprache:
en
Erscheinungsform:
WWW
WWW:
Proceedings of Machine Learning Research
Semester:
WS 23-24
TUM Einrichtung:
Lehrstuhl für Mathematische Statistik
Format:
Text
 BibTeX