2 papers
cs.IT2015
An Approach to Complex Bayesian-optimal Approximate Message Passing
Gabor Hannak, Martin Mayer, Gerald Matz +1
In this work we aim to solve the compressed sensing problem for the case of a complex unknown vector by utilizing the Bayesian-optimal structured signal approximate message passing…
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…