Estimating Tree-Structured Covariance Matrices via Mixed-Integer Programming.
Héctor Corrada BravoStephen J. WrightKevin H. EngSündüz KelesGrace WahbaPublished in: AISTATS (2009)
Keyphrases
- covariance matrices
- mixed integer programming
- covariance matrix
- maximum likelihood
- production planning
- lot sizing
- column generation
- distance measure
- gaussian distribution
- mixed integer
- gaussian mixture model
- vector space
- lagrangian relaxation
- feature vectors
- gaussian mixture
- knapsack problem
- linear program
- multistage
- sample size
- principal component analysis