Caltech Logo

CMX Lunch Seminar

Wednesday, December 9, 2020
12:00pm to 1:00pm
Add to Cal
Online Event
Learning Sparse Non-Gaussian Graphical Models
Rebecca Morrison, Assistant Professor, Computer Science, University of Colorado Boulder,

Identification and exploitation of a sparse undirected graphical model (UGM) can simplify inference and prediction processes, illuminate previously unknown variable relationships, and even decouple multi-domain computational models. In the continuous realm, the UGM corresponding to a Gaussian data set is equivalent to the non-zero entries of the inverse covariance matrix. However, this correspondence no longer holds when the data is non-Gaussian. In this talk, we explore a recently developed algorithm called SING (Sparsity Identification of Non-Gaussian distributions), which identifies edges using Hessian information of the log density. Various data sets are examined, with sometimes surprising results about the nature of non-Gaussianity.

For more information, please contact Jolene Brink by phone at 6263952813 or by email at jbrink@caltech.edu or visit CMX Website.