Title
Gaussian Process Structural Equation Models with Latent Variables.
Abstract
In a variety of disciplines such as social sciences, psychology, medicine and economics, the recorded data are considered to be noisy measurements of latent variables connected by some causal structure. This corresponds to a family of graphical models known as the structural equation model with latent variables. While linear non-Gaussian variants have been well-studied, inference in nonparametric structural equation models is still underdeveloped. We introduce a sparse Gaussian process parameterization that defines a non-linear structure connecting latent variables, unlike common formulations of Gaussian process latent variable models. The sparse parameterization is given a full Bayesian treatment without compromising Markov chain Monte Carlo efficiency. We compare the stability of the sampling procedure and the predictive ability of the model against the current practice.
Year
Venue
Keywords
2010
Clinical Orthopaedics and Related Research
latent variable model,markov chain monte carlo,latent variable,gaussian process,structural equation model,graphical model,social science
DocType
Volume
Citations 
Conference
abs/1408.2042
0
PageRank 
References 
Authors
0.34
12
2
Name
Order
Citations
PageRank
Ricardo Bezerra de Andrade e Silva110924.56
Robert Gramacy224030.15