Mutual information may be used to select the embedding lag of a time series. However, this lag selection is usually limited to the analysis of the mutual information between a pair...
We study graph estimation and density estimation in high dimensions, using a family of density estimators based on forest structured undirected graphical models. For density estim...
Anupam Gupta, John D. Lafferty, Han Liu, Larry A. ...
In model selection procedures in supervised learning, a model is usually chosen so that the expected test error over all possible test input points is minimized. On the other hand...
We propose a convex optimization method for maximum likelihood estimation of autoregressive models, subject to conditional independence constraints. This problem is an extension t...
Jitkomut Songsiri, Joachim Dahl, Lieven Vandenberg...
We examine the application of current research in sparse signal recovery to the problem of channel estimation. Specifically, using an Orthogonal Frequency Division Multiplexed (O...