We consider a class of learning problems regularized by a structured sparsity-inducing norm defined as the sum of 2- or ∞-norms over groups of variables. Whereas much effort ha...
We propose to solve the combinatorial problem of finding the highest scoring Bayesian network structure from data. This structure learning problem can be viewed as an inference pr...
Tommi Jaakkola, David Sontag, Amir Globerson, Mari...
L1 (also referred to as the 1-norm or Lasso) penalty based formulations have been shown to be effective in problem domains when noisy features are present. However, the L1 penalty...
—For a long time, signal processing applications, and most particularly detection and parameter estimation methods, have relied on the limiting behaviour of test statistics and e...
Abstract We derive an explicit representation of the transitions of the Heston stochastic volatility model and use it for fast and accurate simulation of the model. Of particular i...