联合学习动态半参数概率图模型-计算机科学与探索.PDF

ISSN 1673-9418 CODEN JKYTA8 E-mail: fcst@vip. 163.com Journal of Frontiers of Computer Science and Technology 1673-9418/2018/ 12(06)-0940-10 Tel: +86-10 doi: 10.3778/j.issn. 1673-9418.1705026 联合学习动态半参数概率图模型* + 黄飞虎，陈松灿 南京航空航天大学 计算机科学与技术学院，南京 211106 Joint Learning of Dynamic Semi-Parameter Probability Graphical Models HUANG Feihu, CHEN Songcan+ College of Computer Science and Technology, Nanjing University of Aeronautics and Astronautics, Nanjing 211106, China + Corresponding author: E-mail: s.chen@ HUANG Feihu, CHEN Songcan. Joint learning of dynamic semi- parameter probability graphical models. Journal of Frontiers of Computer Science and Technology, 2018, 12(6) ：940-949. Abstract: This paper proposes a joint semi-parameter probability graphical model to learn the conditional depen- dence relationship of non-normal distribution heterogeneous data. Considering the smoothly varying heterogeneous data, this paper further proposes a joint dynamic semi-parameter probability graphical model. Moreover, combining non-parametric rank- based correlation matrix estimator with fused graphical Lasso, this paper proposes a semi- 索 parametric fused graphical Lasso to estimate the joint models. In particular, it proposes a novel kernel smoothing Kendalls 探 tau correlation coefficient matrix to estimate the dynamic graphical models. Due to relaxing the normal distribution assumption, the proposed models are more flexible than the existing joint Gaussian graphical models. At the same