conftrace_

sparse covariance

2 papers

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Co-occurring keywords · papers mentioning both

matrix-variate normal (1) feature structure (1) kronecker product (1) gaussian graphical model (1) majorize-minimize algorithm (1) structure change (1) market analysis (1) sparse covariance estimation (1) matrix-variate normal distribution (1) sparse inverse covariance (1)

Papers

Change-Point Computation for Large Graphical Models: A Scalable Algorithm for Gaussian Graphical Models with Change-Points JMLR 2018 Learning Multiple Tasks with a Sparse Matrix-Normal Penalty NeurIPS 2010