A Copula Graphical Model for Multi-Attribute Data using Optimal Transport

arXiv:2404.06735v1 Announce Type: cross
Abstract: Motivated by modern data forms such as images and multi-view data, the multi-attribute graphical model aims to explore the conditional independence structure among vectors. Under the Gaussian assumption, the conditional independence between vectors is characterized by blockwise zeros in the precision matrix. To relax the restrictive Gaussian assumption, in this paper, we introduce a novel semiparametric multi-attribute graphical model based on a new copula named Cyclically Monotone Copula. This new copula treats the distribution of …

abstract arxiv copula cs.lg data explore forms images math.st matrix modern precision stat.ap stat.me stat.ml stat.th transport type vectors view zeros