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    JMLR
    2010
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    Topology Selection in Graphical Models of Autoregressive Processes
    13 years 6 months ago
    Topology Selection in Graphical Models of Autoregressive Processes
    Download  www.ee.ucla.edu
    An algorithm is presented for topology selection in graphical models of autoregressive Gaussian time series. The graph topology of the model represents the sparsity pattern of the...
    Jitkomut Songsiri, Lieven Vandenberghe
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