12 search results - page 1 / 3 » SelInv - An Algorithm for Selected Inversion of a Sparse Sym... |
TOMS
2011
13 years 17 days ago
2011
CORR
2010
Springer
13 years 4 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...
SIAMSC
2011
12 years 8 months ago
2011
Abstract. An efficient parallel algorithm is presented and tested for computing selected components of H−1 where H has the structure of a Hamiltonian matrix of two-dimensional la...
CPHYSICS
2007
13 years 5 months ago
2007
A new software code for computing selected eigenvalues and associated eigenvectors of a real symmetric matrix is described. The eigenvalues are either the smallest or those closes...
ICML
2006
IEEE
14 years 6 months ago
2006
IEEE
We consider the problem of fitting a large-scale covariance matrix to multivariate Gaussian data in such a way that the inverse is sparse, thus providing model selection. Beginnin...