126 search results - page 2 / 26 » Covariance estimation in decomposable Gaussian graphical mod... |
CORR
2010
Springer
13 years 4 months ago
2010
Springer
Gaussian graphical models are of great interest in statistical learning. Because the conditional independencies between different nodes correspond to zero entries in the inverse c...
JCB
2007
13 years 5 months ago
2007
Many bioinformatics problems can implicitly depend on estimating large-scale covariance matrix. The traditional approaches tend to give rise to high variance and low accuracy esti...
ICASSP
2011
IEEE
12 years 9 months ago
2011
IEEE
Graphical models are well established in providing compact conditional probability descriptions of complex multivariable interactions. In the Gaussian case, graphical models are d...
ICML
2007
IEEE
14 years 6 months ago
2007
IEEE
We show how to apply the efficient Bayesian changepoint detection techniques of Fearnhead in the multivariate setting. We model the joint density of vector-valued observations usi...
SIAMMAX
2010
13 years 16 days ago
2010
In this paper, we consider estimating sparse inverse covariance of a Gaussian graphical model whose conditional independence is assumed to be partially known. Similarly as in [5],...