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A Copula Graphical Model for Multi-Attribute Data using Optimal Transport

A Copula Graphical Model for Multi-Attribute Data using Optimal Transport

Motivated by modern data forms such as images and multi-view data, the multi-attribute graphical model aims to explore the conditional independence structure among vectors. Under the Gaussian assumption, the conditional independence between vectors is characterized by blockwise zeros in the precision matrix. To relax the restrictive Gaussian assumption, in this …