Model Selection Through Sparse Maximum Likelihood Estimation for Multivariate Gaussian or Binary Data.
Onureena BanerjeeLaurent El GhaouiAlexandre d'AspremontPublished in: J. Mach. Learn. Res. (2008)
Keyphrases
- model selection
- maximum likelihood estimation
- multivariate gaussian
- binary data
- parameter estimation
- high dimensional
- cross validation
- maximum likelihood
- hyperparameters
- sample size
- categorical data
- covariance matrix
- formal concept analysis
- generalization error
- em algorithm
- data sets
- statistical models
- variable selection
- gaussian process
- continuous data
- mixture model
- unsupervised learning
- gaussian distribution
- itemsets
- density function
- upper bound
- image segmentation
- low dimensional
- feature selection
- learning algorithm