Abstract:
We study the problem of learning graphs in Gaussian graphic models by assuming that the underlying precision matrix has a "low-rank and diagonal" (LRaD) structure. This a...Show MoreMetadata
Abstract:
We study the problem of learning graphs in Gaussian graphic models by assuming that the underlying precision matrix has a "low-rank and diagonal" (LRaD) structure. This assumption enjoys a latent factor representation interpretation and can reduce the dimensionality of the problem, thus leading to superior performance with fewer samples. To address the optimization challenges caused by the LRaD constraint, we design a Riemannian quotient manifold to transform the proposed model into an unconstrained problem on the manifold. Then, we devise a Riemannian conjugate gradient algorithm to solve the proposed model. Experimental results on synthetic and real data illustrate the effectiveness of the proposed method.
Published in: ICASSP 2025 - 2025 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)
Date of Conference: 06-11 April 2025
Date Added to IEEE Xplore: 07 March 2025
ISBN Information: