Fused-Lasso Regularized Cholesky Factors of Large Nonstationary Covariance Matrices of Longitudinal Data.
Aramayis DallakyanMohsen PourahmadiPublished in: CoRR (2020)
Keyphrases
- non stationary
- covariance matrices
- covariance matrix
- estimation problems
- maximum likelihood
- least squares
- gaussian mixture model
- distance measure
- gaussian distribution
- random fields
- vector space
- sample size
- linear classifiers
- gaussian mixture
- multivariate normal
- feature vectors
- em algorithm
- feature selection
- gaussian markov random fields
- cross validation
- parameter estimation
- mixture model
- multi class
- image processing