Topology selection in graphical models of auto regressive processes

Journal of Machine Learning Research

Volumn 11, Issue , 2010, Pages 2671-2705

  Songsiri, Jitkomut ^a   Vandenberghe, Lieven ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Convex optimization; Graphical models; Time series; Topology selection

Indexed keywords

AUTO REGRESSIVE PROCESS; AUTO-REGRESSIVE; CONDITIONAL INDEPENDENCES; CONDITIONAL MAXIMUM LIKELIHOODS; CONVEX OPTIMIZATION PROBLEMS; DUAL PROBLEM; GAUSSIAN TIME SERIES; GRADIENT PROJECTION METHODS; GRAPH TOPOLOGY; GRAPHICAL MODEL; NON-SMOOTH; REAL DATA SETS; SPARSITY PATTERNS;

CONVEX OPTIMIZATION; GRAPHIC METHODS; MAXIMUM LIKELIHOOD ESTIMATION; OPTIMIZATION; TIME SERIES;

TOPOLOGY;

EID: 78649428828     PISSN: 15324435     EISSN: 15337928     Source Type: Journal    
DOI: None     Document Type: Article

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