126 search results - page 4 / 26 » Covariance estimation in decomposable Gaussian graphical mod... |
ICASSP
2010
IEEE
14 years 9 months ago
2010
IEEE
This paper deals with the problem of under-determined convolutive blind source separation. We model the contribution of each source to all mixture channels in the time-frequency d...
ICASSP
2009
IEEE
15 years 4 months ago
2009
IEEE
We address covariance estimation under mean-squared loss in the Gaussian setting. Specifically, we consider shrinkage methods which are suitable for high dimensional problems wit...
TIT
2008
14 years 8 months ago
2008
Abstract--Discrete-input two-dimensional (2-D) Gaussian channels with memory represent an important class of systems, which appears extensively in communications and storage. In sp...
TSP
2008
14 years 9 months ago
2008
Graphical models provide a powerful formalism for statistical signal processing. Due to their sophisticated modeling capabilities, they have found applications in a variety of fie...
ICASSP
2011
IEEE
14 years 1 months ago
2011
IEEE
We have studied two efficient sampling methods, Langevin and Hessian adapted Metropolis Hastings (MH), applied to a parameter estimation problem of the mathematical model (Lorent...