Robust structure learning using multivariate T-distributions

Karina Ashurbekova (1, 2) , Sophie Achard (3) , Florence Forbes (1)

1 MISTIS - Modelling and Inference of Complex and Structured Stochastic Systems
2 GIPSA-CICS - GIPSA - Communication Information and Complex Systems
3 GIPSA-VIBS - GIPSA - Vision and Brain Signal Processing

Mots clés: Structure learning; Gaussian graphical model; t-distribution; robust estimation; sparse precision matrix estimation

Domaines: Statistiques [math.ST]

Karina Ashurbekova, Sophie Achard, Florence Forbes. Robust structure learning using multivariate T-distributions. JdS 2018 - 50èmes Journées de la Statistique, May 2018, Saclay, France. pp.1-6. ⟨hal-01941643⟩