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JMLR
2010
136views more  JMLR 2010»
12 years 11 months ago
High Dimensional Inverse Covariance Matrix Estimation via Linear Programming
This paper considers the problem of estimating a high dimensional inverse covariance matrix that can be well approximated by "sparse" matrices. Taking advantage of the c...
Ming Yuan
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
CVPR
2008
IEEE
14 years 6 months ago
Dimensionality reduction using covariance operator inverse regression
We consider the task of dimensionality reduction for regression (DRR) whose goal is to find a low dimensional representation of input covariates, while preserving the statistical ...
Minyoung Kim, Vladimir Pavlovic
BMCBI
2011
12 years 11 months ago
Multivariate analysis of microarray data: differential expression and differential connection
Background: Typical analysis of microarray data ignores the correlation between gene expression values. In this paper we present a model for microarray data which specifically all...
Harri T. Kiiveri
CVPR
2008
IEEE
14 years 6 months ago
On errors-in-variables regression with arbitrary covariance and its application to optical flow estimation
Linear inverse problems in computer vision, including motion estimation, shape fitting and image reconstruction, give rise to parameter estimation problems with highly correlated ...
Björn Andres, Claudia Kondermann, Daniel Kond...