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33
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PKDD
2010
Springer
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Data Mining
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PKDD 2010
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Learning Sparse Gaussian Markov Networks Using a Greedy Coordinate Ascent Approach
13 years 10 months ago
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domino.research.ibm.com
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...
Katya Scheinberg, Irina Rish
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