We consider Gaussian multiresolution (MR) models in which coarser, hidden variables serve to capture statistical dependencies among the finest scale variables. Tree-structured MR ...
Myung Jin Choi, Venkat Chandrasekaran, Alan S. Wil...
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...
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],...
Multivariate Gaussian models are widely adopted in continuous Estimation of Distribution Algorithms (EDAs), and covariance matrix plays the essential role in guiding the evolution...
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...