JCB
2007
14 years 9 months ago
2007
Many bioinformatics problems can implicitly depend on estimating large-scale covariance matrix. The traditional approaches tend to give rise to high variance and low accuracy esti...
ICML
2006
IEEE
15 years 10 months ago
2006
IEEE
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...