We introduce the controlled predictive linearGaussian model (cPLG), a model that uses predictive state to model discrete-time dynamical systems with real-valued observations and v...
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'...
In this paper, we present a kernel trick embedded Gaussian Mixture Model (GMM), called kernel GMM. The basic idea is to embed kernel trick into EM algorithm and deduce a parameter ...
We give a fast and practical algorithm for statistical learning hyperparameters from observable data in probabilistic image processing, which is based on Gaussian graphical model ...