7 search results - page 1 / 2 » High-dimensional Sparse Inverse Covariance Estimation using ... |
JMLR
2010
13 years 2 months ago
2010
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...
JMLR
2012
11 years 10 months ago
2012
NIPS
2008
13 years 9 months ago
2008
Covariance estimation for high dimensional vectors is a classically difficult problem in statistical analysis and machine learning. In this paper, we propose a maximum likelihood ...
BMCBI
2011
13 years 2 months ago
2011
Background: Typical analysis of microarray data ignores the correlation between gene expression values. In this paper we present a model for microarray data which specifically all...
PKDD
2010
Springer
13 years 5 months ago
2010
Springer
In this paper, we introduce a simple but efficient greedy algorithm, called SINCO, for the Sparse INverse COvariance selection problem, which is equivalent to learning a sparse Ga...