38 citations · 195 across the 35 of their papers we have counts for
Showing 2014 · stat.MLShow all
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stat.ML2014
Graphical LASSO Based Model Selection for Time Series
Alexander Jung, Gabor Hannak, Norbert Görtz
We propose a novel graphical model selection (GMS) scheme for high-dimensional stationary time series or discrete time process. The method is based on a natural generalization of t…
stat.ML2014★ 35 cited
Learning the Conditional Independence Structure of Stationary Time Series: A Multitask Learning Approach
Alexander Jung
We propose a method for inferring the conditional independence graph (CIG) of a high-dimensional Gaussian vector time series (discrete-time process) from a finite-length observatio…
stat.ML2014★ 6 cited
Performance Limits of Dictionary Learning for Sparse Coding
Alexander Jung, Yonina C. Eldar, Norbert Görtz
We consider the problem of dictionary learning under the assumption that the observed signals can be represented as sparse linear combinations of the columns of a single large dict…