conftrace_

precision matrix

58 papers

Explore in graph

Co-occurring keywords

graphical model (864) gaussian graphical model (106) sparse estimation (88) precision matrix estimation (27) sparse optimization (246) graphical lasso (31) bayesian inference (1907) inverse covariance (20) covariance estimation (98) sparse regression (175)

Papers

EiGLasso: Scalable Estimation of Cartesian Product of Sparse Inverse Covariance Matrices UAI 2020
Adaptive Reduced Rank Regression NIPS 2020
Nonconvex Sparse Graph Learning under Laplacian Constrained Graphical Model NIPS 2020
Banded Matrix Operators for Gaussian Markov Models in the Automatic Differentiation Era AISTATS 2019
Efficient Regularization Parameter Selection for Latent Variable Graphical Models via Bi-Level Optimization IJCAI 2019
Random Matrix Improved Covariance Estimation for a Large Class of Metrics ICML 2019
Learning Unfaithful $K$-separable Gaussian Graphical Models JMLR 2019
Bayesian Joint Estimation of Multiple Graphical Models NIPS 2019
A partial orthogonalization method for simulating covariance and concentration graph matrices PGM 2018
Speeding Up Latent Variable Gaussian Graphical Model Estimation via Nonconvex Optimization NIPS 2017
Learning Local Dependence In Ordered Data JMLR 2017
Minimax Estimation of Bandable Precision Matrices NIPS 2017
Inverse Covariance Estimation with Structured Groups IJCAI 2017
Fast Sparse Gaussian Markov Random Fields Learning Based on Cholesky Factorization IJCAI 2017
Learning to Discover Sparse Graphical Models ICML 2017
Multi-task Sparse Structure Learning with Gaussian Copula Models JMLR 2016
A Well-Conditioned and Sparse Estimation of Covariance and Inverse Covariance Matrices Using a Joint Penalty JMLR 2016
Non-convex Statistical Optimization for Sparse Tensor Graphical Model NIPS 2015
Robust Gaussian Graphical Modeling with the Trimmed Graphical Lasso NIPS 2015
Joint Estimation of Multiple Precision Matrices with Common Structures JMLR 2015
Scaling up Natural Gradient by Sparsely Factorizing the Inverse Fisher Matrix ICML 2015
Gaussian Copula Precision Estimation with Missing Values AISTATS 2014
High-Dimensional Covariance Decomposition into Sparse Markov and Independence Models JMLR 2014
Efficient Dimensionality Reduction for High-Dimensional Network Estimation ICML 2014
Compressive Sensing of Signals from a GMM with Sparse Precision Matrices NIPS 2014