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» Estimation in covariate-adjusted regression
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JMLR
2010
136views more  JMLR 2010»
14 years 4 months ago
High Dimensional Inverse Covariance Matrix Estimation via Linear Programming
This paper considers the problem of estimating a high dimensional inverse covariance matrix that can be well approximated by "sparse" matrices. Taking advantage of the c...
Ming Yuan
66
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ICASSP
2011
IEEE
14 years 1 months ago
Estimation of symmetric chi-square divergence for point processes
This paper addresses the estimation of symmetric χ2 -divergence between two point processes. We propose a novel approach by, first, mapping the space of spike trains in an appro...
Il Park, Sohan Seth, Murali Rao, José Carlo...
92
Voted
ICASSP
2011
IEEE
14 years 1 months ago
Robust nonparametric regression by controlling sparsity
Nonparametric methods are widely applicable to statistical learning problems, since they rely on a few modeling assumptions. In this context, the fresh look advocated here permeat...
Gonzalo Mateos, Georgios B. Giannakis
INFORMATICALT
2011
112views more  INFORMATICALT 2011»
14 years 4 months ago
The Minimum Density Power Divergence Approach in Building Robust Regression Models
It is well known that in situations involving the study of large datasets where influential observations or outliers maybe present, regression models based on the Maximum Likeliho...
Alessandra Durio, Ennio Davide Isaia
ICASSP
2011
IEEE
14 years 1 months ago
A reversible jump MCMC algorithm for Bayesian curve fitting by using smooth transition regression models
This paper proposes a Bayesian algorithm to estimate the parameters of a smooth transition regression model. With in this model, time series are divided into segments and a linear...
Matthieu Sanquer, Florent Chatelain, Mabrouka El-G...