Recently proposed l1-regularized maximum-likelihood optimization methods for learning sparse Markov networks result into convex problems that can be solved optimally and efficien...
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...
Abstract. While there is strong motivation for using Gaussian Processes (GPs) due to their excellent performance in regression and classification problems, their computational com...
We consider the problem of learning Gaussian multiresolution (MR) models in which data are only available at the finest scale and the coarser, hidden variables serve both to captu...
Myung Jin Choi, Venkat Chandrasekaran, Alan S. Wil...
Recent work has shown that one can learn the structure of Gaussian Graphical Models by imposing an L1 penalty on the precision matrix, and then using efficient convex optimization...