We propose a method that detects the true direction of time series, by fitting an autoregressive moving average model to the data. Whenever the noise is independent of the previou...
EM algorithm is a very popular iteration-based method to estimate the parameters of Gaussian Mixture Model from a large observation set. However, in most cases, EM algorithm is no...
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...
Onureena Banerjee, Laurent El Ghaoui, Alexandre d'...
We present a simple statistical model of molecular function evolution to predict protein function. The model description encodes general knowledge of how molecular function evolve...
Barbara E. Engelhardt, Michael I. Jordan, Steven E...
In this paper, we propose a Robust Discriminant Analysis based on maximum entropy (MaxEnt) criterion (MaxEnt-RDA), which is derived from a nonparametric estimate of Renyi’s quadr...