Low-rank variance estimation in large-scale GMRF models

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volumn 3, Issue , 2006, Pages

  Malioutov, Dmitry M ^a   Johnson, Jason K ^a   Willsky, Alan S ^a  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; COMPUTATIONAL COMPLEXITY; CORRELATION METHODS; MARKOV PROCESSES; PROBLEM SOLVING; RANDOM PROCESSES;

ESTIMATION ACCURACY; GAUSS MARKOV RANDOM FIELD (GMRF); RANK REDUCED METHOD; VARIANCE ESTIMATION;

PARAMETER ESTIMATION;

EID: 33947682695     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (5)

1. H. Rue and L. Held, Gaussian Markov Random Fields Theory and Applications, Chapman and Hall, CRC, 2005.
2. J. K Johnson, D. M. Malioutov, and A. S. Willsky, "Walksum interpretation and analysis of Gaussian belief propagation," in NIPS, 2005.
3. J.K. Johnson and A.S. Willsky, "A recursive modelreduction method for approximate inference in Gaussian Markov random fields," IEEE Trans. Imag. Proc., 2005 (in review).
4. E. Sudderth, M. J. Wainwright, and A. S. Willsky, "Embedded trees: Estimation of Gaussian processes on graphs with cycles," IEEE Trans. Signal Proc., vol. 52, pp. 3136-3150, Nov. 2004.
5. B. Aspvall and J. R. Gilbert, "Graph coloring using eigen-value decomposition," SIAM J. Alg. Disc. Meth., vol. 5, pp. 526-538, 1984.