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Beyond normality: Learning sparse probabilistic graphical models in the non-Gaussian setting

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Academic year: 2021

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Figure

Figure 1: (a) A sparse graph with an optimal ordering; (b) Suboptimal ordering induces extra edges.
Figure 2: (a) Variance of Ω ˆ jk decreases with fewer coefficients and/or more samples; (b) Bias in Ω ˆ jk
Figure 4: (a) Adjacency matrix of original graph under random variable permutation; (b) Iteration 1;
Figure 6: Recovered graphs using: (a) SING, β = 2, n = 15000; (b) SING, β = 1; (c) GLASSO.

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