一个协方差选择的顺向算法][A Pathwise Algorithm for Covariance Selection]

一个协方差选择的顺向算法 A Pathwise Algorithm for Covariance Selection


课程网址:	http://videolectures.net/nipsworkshops09_ahipasaoglu_pac/
主讲教师:	Selin Damla Ahipasaoglu
开课单位:	康奈尔大学
开课时间:	2010-01-19
课程语种:	英语
中文简介:	协方差选择在限制非零逆协方差矩阵系数个数的同时，寻求最大似然估计协方差矩阵。在逆矩阵中，单个惩罚参数通常控制对数似然性和稀疏性之间的权衡。我们描述了一种计算该问题解的完全正则化路径的有效算法。
课程简介:	Covariance selection seeks to estimate a covariance matrix by maximum likelihood while restricting the number of nonzero inverse covariance matrix coefficients. A single penalty parameter usually controls the tradeoff between log likelihood and sparsity in the inverse matrix. We describe an efficient algorithm for computing a full regularization path of solutions to this problem.
关键词:	协方差选择; 最大似然估计; 稀疏性
课程来源:	视频讲座网
最后编审:	2020-05-30：张荧(课程编辑志愿者)
阅读次数:	98

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