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stat.ML2016
The Matrix Generalized Inverse Gaussian Distribution: Properties and Applications
Farideh Fazayeli, Arindam Banerjee
While the Matrix Generalized Inverse Gaussian () distribution arises naturally in some settings as a distribution over symmetric positive semi-definite matrices, ce…
stat.ML2015★ 36 cited
Estimation with Norm Regularization
Arindam Banerjee, Sheng Chen, Farideh Fazayeli +1
Analysis of non-asymptotic estimation error and structured statistical recovery based on norm regularized regression, such as Lasso, needs to consider four aspects: the norm, the l…