Functional graphical modelling is gaining increasing attention in recent years. In this paper, we contribute to the literature by extending the notion of conditional Gaussian graphical model to a functional setting. We propose a double-penalized estimator and an efficient algorithm to recover the edge-set encoding both the conditional covariance structure of the response functions and the effects of the predictor functions on the conditional distribution.
Rita Fici, GIANLUCA SOTTILE, Luigi Augugliaro (2023). Conditional Gaussian Graphical Models for Functional Variables with Partially Separable Operators. In SEAS 2023 Book of the Short Papers (pp. 1149-1154).
Conditional Gaussian Graphical Models for Functional Variables with Partially Separable Operators
Rita Fici
;GIANLUCA SOTTILE;Luigi Augugliaro
2023-01-01
Abstract
Functional graphical modelling is gaining increasing attention in recent years. In this paper, we contribute to the literature by extending the notion of conditional Gaussian graphical model to a functional setting. We propose a double-penalized estimator and an efficient algorithm to recover the edge-set encoding both the conditional covariance structure of the response functions and the effects of the predictor functions on the conditional distribution.File | Dimensione | Formato | |
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