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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
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
UAI
2008
13 years 6 months ago
Feature Selection via Block-Regularized Regression
Identifying co-varying causal elements in very high dimensional feature space with internal structures, e.g., a space with as many as millions of linearly ordered features, as one...
Seyoung Kim, Eric P. Xing
TSP
2010
12 years 11 months ago
Variance-component based sparse signal reconstruction and model selection
We propose a variance-component probabilistic model for sparse signal reconstruction and model selection. The measurements follow an underdetermined linear model, where the unknown...
Kun Qiu, Aleksandar Dogandzic
CVPR
2010
IEEE
13 years 2 months ago
Visual classification with multi-task joint sparse representation
We address the problem of computing joint sparse representation of visual signal across multiple kernel-based representations. Such a problem arises naturally in supervised visual...
Xiaotong Yuan, Shuicheng Yan