JCB
2007
13 years 4 months ago
2007
Many bioinformatics problems can implicitly depend on estimating large-scale covariance matrix. The traditional approaches tend to give rise to high variance and low accuracy esti...
ICML
2006
IEEE
14 years 5 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...