38 citations · 195 across the 35 of their papers we have counts for
4 papers · 1 filter
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…
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…
On the Information-theoretic Limits of Graphical Model Selection for Gaussian Time Series
Gabor Hannak, Alexander Jung, Norbert Goertz
We consider the problem of inferring the conditional independence graph (CIG) of a multivariate stationary dicrete-time Gaussian random process based on a finite length observation…
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…