Title
Factorial Mixture of Gaussians and the Marginal Independence Model
Abstract
Marginal independence constraints play an important role in learning with graphical models. One way of parameterizing a model of marginal independencies is by building a latent variable model where two independent observed variables have no common latent source. In sparse domains, however, it might be advantageous to model the marginal ob- served distribution directly, without explic- itly including latent variables in the model. There have been recent advances in Gaussian and binary models of marginal independence, but no models with non-linear dependencies between continuous variables has been pro- posed so far. In this paper, we describe how to generalize the Gaussian model of marginal independencies based on mixtures, and how to learn parameters. This requires a non- standard parameterization and raises difficult non-linear optimization issues.
Year
Venue
Keywords
2009
AISTATS
latent variable,mixture of gaussians,graphical model,latent variable model
Field
DocType
Volume
Econometrics,Computer science,Latent class model,Latent variable,Artificial intelligence,Local independence,Marginal model,Mathematical optimization,Latent variable model,Gaussian,Graphical model,Machine learning,Mixture model
Journal
5
Citations 
PageRank 
References 
4
0.62
3
Authors
2
Name
Order
Citations
PageRank
Ricardo Bezerra de Andrade e Silva110924.56
Zoubin Ghahramani2104551264.39