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» Sparse estimation of high-dimensional correlation matrices
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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
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
CRV
2011
IEEE
305views Robotics» more  CRV 2011»
12 years 4 months ago
Motion Segmentation by Learning Homography Matrices from Motor Signals
—Motion information is an important cue for a robot to separate foreground moving objects from the static background world. Based on the observation that the motion of the backgr...
Changhai Xu, Jingen Liu, Benjamin Kuipers
JMLR
2010
158views more  JMLR 2010»
12 years 11 months ago
Restricted Eigenvalue Properties for Correlated Gaussian Designs
Methods based on 1-relaxation, such as basis pursuit and the Lasso, are very popular for sparse regression in high dimensions. The conditions for success of these methods are now ...
Garvesh Raskutti, Martin J. Wainwright, Bin Yu
BMCBI
2007
215views more  BMCBI 2007»
13 years 4 months ago
Learning causal networks from systems biology time course data: an effective model selection procedure for the vector autoregres
Background: Causal networks based on the vector autoregressive (VAR) process are a promising statistical tool for modeling regulatory interactions in a cell. However, learning the...
Rainer Opgen-Rhein, Korbinian Strimmer