Estimating multivariate latent-structure models

Estimating Multivariate Latent - Structure Models

A constructive proof of identification of multilinear decompositions of multiway arrays is presented. It can be applied to show identification in a variety of multivariate latent structures. Examples are finite-mixture models and hidden Markov models. The key step to show identification is the joint diagonalization of a set of matrices in the same nonorthogonal basis. An estimator of the latent...

Multivariate latent Gaussian random field mixture models

Studying Multivariate Change Using Multilevel Models and Latent Curve Models.

In longitudinal research investigators often measure multiple variables at multiple points in time and are interested in investigating individual differences in patterns of change on those variables. In the vast majority of applications, researchers focus on studying change in one variable at a time. In this article we consider methods for studying relations1.1ips between patterns of change on ...

Bayesian Estimation of Discrete Multivariate Latent Structure Models with Structural Zeros

In multivariate categorical data, models based on conditional independence assumptions, such as latent class models, offer efficient estimation of complex dependencies. However, Bayesian versions of latent structure models for categorical data typically do not appropriately handle impossible combinations of variables, also known as structural zeros. Allowing non-zero probability for impossible ...

Spectral Methods for Learning Multivariate Latent Tree Structure

This work considers the problem of learning the structure of multivariate linear tree models, whichinclude a variety of directed tree graphical models with continuous, discrete, and mixed latent variablessuch as linear-Gaussian models, hidden Markov models, Gaussian mixture models, and Markov evolu-tionary trees. The setting is one where we only have samples from certain observe...