perhaps off topic, but evfolds algorithm looks very close to estimating a Markov network. Can anyone comment on how their model differs from a Markov network, and how these differences arise?
For reference, given some variables, a Markov network is a parsimonious way to express arbitrary covariance matrices in terms of individual interactions between groups of variables (in this case, pairs of variables). Their approach looks very similar to estimating the Maximum Likelihood or MAP graph.
For reference, given some variables, a Markov network is a parsimonious way to express arbitrary covariance matrices in terms of individual interactions between groups of variables (in this case, pairs of variables). Their approach looks very similar to estimating the Maximum Likelihood or MAP graph.