44 search results - page 2 / 9 » Efficient Matrix Completion with Gaussian Models |
CORR
2008
Springer
13 years 5 months ago
2008
Springer
Abstract--Interior-point methods are state-of-the-art algorithms for solving linear programming (LP) problems with polynomial complexity. Specifically, the Karmarkar algorithm typi...
ISCI
2008
13 years 5 months ago
2008
Multivariate Gaussian models are widely adopted in continuous Estimation of Distribution Algorithms (EDAs), and covariance matrix plays the essential role in guiding the evolution...
IDEAL
2010
Springer
13 years 2 months ago
2010
Springer
: Covariance matrices capture correlations that are invaluable in modeling real-life datasets. Using all d2 elements of the covariance (in d dimensions) is costly and could result ...
ICML
2009
IEEE
14 years 6 months ago
2009
IEEE
Recent work has shown that one can learn the structure of Gaussian Graphical Models by imposing an L1 penalty on the precision matrix, and then using efficient convex optimization...
TSP
2008
13 years 5 months ago
2008
Abstract--We present a versatile framework for tractable computation of approximate variances in large-scale Gaussian Markov random field estimation problems. In addition to its ef...