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253
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JMLR
2012
13 years 9 months ago
2012
We present an algorithm for fast posterior inference in penalized high-dimensional state-space models, suitable in the case where a few measurements are taken in each time step. W...
264
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JMLR
2012
13 years 9 months ago
2012
We prove logarithmic regret bounds that depend on the loss L∗ T of the competitor rather than on the number T of time steps. In the general online convex optimization setting, o...
211
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JMLR
2012
13 years 9 months ago
2012
The development of accurate models and efficient algorithms for the analysis of multivariate categorical data are important and longstanding problems in machine learning and compu...
224
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JMLR
2012
13 years 9 months ago
2012
This paper considers the problem of completing a matrix with many missing entries under the assumption that the columns of the matrix belong to a union of multiple low-rank subspa...
210
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JMLR
2012
13 years 9 months ago
2012
We consider the sparse inverse covariance regularization problem or graphical lasso with regularization parameter λ. Suppose the sample covariance graph formed by thresholding th...