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ICML
2009
IEEE
15 years 10 months ago
Exploiting sparse Markov and covariance structure in multiresolution models
We consider Gaussian multiresolution (MR) models in which coarser, hidden variables serve to capture statistical dependencies among the finest scale variables. Tree-structured MR ...
Myung Jin Choi, Venkat Chandrasekaran, Alan S. Wil...
ISCI
2008
130views more  ISCI 2008»
14 years 9 months ago
Unified eigen analysis on multivariate Gaussian based estimation of distribution algorithms
Multivariate Gaussian models are widely adopted in continuous Estimation of Distribution Algorithms (EDAs), and covariance matrix plays the essential role in guiding the evolution...
Weishan Dong, Xin Yao
JMLR
2006
148views more  JMLR 2006»
14 years 9 months ago
Walk-Sums and Belief Propagation in Gaussian Graphical Models
We present a new framework based on walks in a graph for analysis and inference in Gaussian graphical models. The key idea is to decompose the correlation between each pair of var...
Dmitry M. Malioutov, Jason K. Johnson, Alan S. Wil...
TASLP
2010
159views more  TASLP 2010»
14 years 4 months ago
Under-Determined Reverberant Audio Source Separation Using a Full-Rank Spatial Covariance Model
This article addresses the modeling of reverberant recording environments in the context of under-determined convolutive blind source separation. We model the contribution of each ...
Ngoc Q. K. Duong, Emmanuel Vincent, Rémi Gr...
ICML
2009
IEEE
15 years 10 months ago
Sparse Gaussian graphical models with unknown block structure
Recent work has shown that one can learn the structure of Gaussian Graphical Models by imposing an L1 penalty on the precision matrix, and then using efficient convex optimization...
Benjamin M. Marlin, Kevin P. Murphy