Estimating Tree-Structured Covariance Matrices via Mixed-Integer Programming

We present a novel method for estimating tree-structured covariance matrices directly from observed continuous data. Specifically, we estimate a covariance matrix from observations of p continuous random variables encoding a stochastic process over a tree with p leaves. A representation of these cla...

Celý popis

Podrobná bibliografia

Vydané v:	Journal of machine learning research Ročník 5; s. 41
Hlavní autori:	Bravo, Héctor Corrada, Wright, Stephen, Eng, Kevin H, Keles, Sündüz, Wahba, Grace
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	United States 2009
ISSN:	1532-4435
On-line prístup:	Zistit podrobnosti o prístupe
Tagy:	Pridať tag Žiadne tagy, Buďte prvý, kto otaguje tento záznam!