—Adapting the hyperparameters of support vector machines (SVMs) is a challenging model selection problem, especially when flexible kernels are to be adapted and data are scarce....
Gaussian graphical models are of great interest in statistical learning. Because the conditional independencies between different nodes correspond to zero entries in the inverse c...
In this paper, we consider estimating sparse inverse covariance of a Gaussian graphical model whose conditional independence is assumed to be partially known. Similarly as in [5],...
In this paper, a novel learning algorithm for Hidden Markov Models (HMMs) has been devised. The key issue is the achievement of a sparse model, i.e., a model in which all irreleva...
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'...