Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood.
Wonyul LeeYufeng LiuPublished in: J. Multivar. Anal. (2012)
Keyphrases
- maximum likelihood
- parameter estimation
- maximum likelihood estimation
- estimation algorithm
- log likelihood function
- em algorithm
- covariance matrices
- maximum a posteriori
- estimation problems
- gaussian distribution
- maximum likelihood estimator
- expectation maximization
- likelihood function
- density estimation
- hyperparameters
- regression model
- neural network
- gaussian mixture model
- accurate estimation
- mixture model
- estimation accuracy
- regression method
- model selection
- least squares
- image sequences