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» Covariance matrix repairing in Gaussian based EDAs
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SIGPRO
2011
275views Hardware» more  SIGPRO 2011»
12 years 8 months ago
Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embeddi
The problem of synthesizing multivariate stationary series Y [n] = (Y1[n], . . . , YP [n])T , n ∈ Z, with prescribed non-Gaussian marginal distributions, and a targeted covarian...
Hannes Helgason, Vladas Pipiras, Patrice Abry
CORR
2010
Springer
228views Education» more  CORR 2010»
13 years 3 months ago
Sparse Inverse Covariance Selection via Alternating Linearization Methods
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...
Katya Scheinberg, Shiqian Ma, Donald Goldfarb
SIAMSC
2011
219views more  SIAMSC 2011»
13 years 1 days ago
Fast Algorithms for Bayesian Uncertainty Quantification in Large-Scale Linear Inverse Problems Based on Low-Rank Partial Hessian
We consider the problem of estimating the uncertainty in large-scale linear statistical inverse problems with high-dimensional parameter spaces within the framework of Bayesian inf...
H. P. Flath, Lucas C. Wilcox, Volkan Akcelik, Judi...
JCB
2007
198views more  JCB 2007»
13 years 5 months ago
Bayesian Hierarchical Model for Large-Scale Covariance Matrix Estimation
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...
Dongxiao Zhu, Alfred O. Hero III
ICPR
2010
IEEE
13 years 10 months ago
Maximum Likelihood Estimation of Gaussian Mixture Models Using Particle Swarm Optimization
—We present solutions to two problems that prevent the effective use of population-based algorithms in clustering problems. The first solution presents a new representation for ...
Caglar Ari, Selim Aksoy