Fast computation of Gaussian likelihoods using low-rank matrix approximations.

Mrugesh R. Gajjar T. V. Sreenivas R. Govindarajan

Published in: SiPS (2011)

Keyphrases

low rank matrix
low rank
approximation methods
matrix approximation
maximum likelihood
convex optimization
sparse matrix
pattern recognition
singular value decomposition
matrix factorization
feature selection
collaborative filtering
random variables