Efficient Stochastic Subgradient Descent Algorithms for High-dimensional Semi-sparse Graphical Model Selection.
Songwei WuHang YuJustin DauwelsPublished in: ICASSP (2019)
Keyphrases
- model selection
- high dimensional
- variable selection
- cross validation
- bayesian methods
- hyperparameters
- statistical learning
- learning algorithm
- generalization bounds
- bayesian learning
- parameter estimation
- mixture model
- low dimensional
- feature space
- selection criterion
- data mining
- image reconstruction
- gaussian process
- support vector
- error estimation
- model selection criteria
- automatic model selection