12 search results - page 1 / 3 » On Sparse Nonparametric Conditional Covariance Selection |
ICML
2010
IEEE
13 years 5 months ago
2010
IEEE
We develop a penalized kernel smoothing method for the problem of selecting nonzero elements of the conditional precision matrix, known as conditional covariance selection. This p...
CORR
2010
Springer
13 years 3 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...
SIAMMAX
2010
12 years 11 months 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],...
SDM
2009
SIAM
14 years 1 months ago
2009
SIAM
We consider the task of performing anomaly detection in highly noisy multivariate data. In many applications involving real-valued time-series data, such as physical sensor data a...
CORR
2007
Springer
13 years 4 months ago
2007
Springer
Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonze...