15 search results - page 1 / 3 » Bayesian Hierarchical Model for Large-Scale Covariance Matri... |
JCB
2007
13 years 10 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...
SIAMSC
2011
13 years 5 months ago
2011
We consider the problem of estimating the uncertainty in large-scale linear statistical inverse problems with high-dimensional parameter spaces within the framework of Bayesian inf...
CORR
2007
Springer
13 years 10 months ago
2007
Springer
This paper derives a near optimal distributed Kalman filter to estimate a large-scale random field monitored by a network of N sensors. The field is described by a sparsely con...
TSP
2012
12 years 6 months ago
2012
—We consider distributed estimation of the inverse covariance matrix in Gaussian graphical models. These models factorize the multivariate distribution and allow for efficient d...
TSP
2008
13 years 10 months ago
2008
Abstract--We consider the adaptive detection of a signal of interest embedded in colored noise, when the environment is nonhomogeneous, i.e., when the training samples used for ada...