2 papers
stat.ME2020
Fast and Accurate Variational Inference for Models with Many Latent Variables
Rubén Loaiza-Maya, Michael Stanley Smith, David J. Nott +1
Models with a large number of latent variables are often used to fully utilize the information in big or complex data. However, they can be difficult to estimate using standard app…
stat.ME2011
The joint graphical lasso for inverse covariance estimation across multiple classes
Patrick Danaher, Pei Wang, Daniela M. Witten
We consider the problem of estimating multiple related but distinct graphical models on the basis of a high-dimensional data set with observations that belong to distinct classes.…