Sparse and low-rank matrix regularization for learning time-varying Markov networks

Jun-ichiro Hirayama, Aapo Hyvarinen, Shin Ishii

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
JournalMachine Learning
Volume105
Issue number3
Pages (from-to)335-366
Number of pages32
ISSN0885-6125
DOIs
Publication statusPublished - Dec 2016
MoE publication typeA1 Journal article-refereed

Fields of Science

  • Time-varying Markov network
  • Nuclear-norm regularization
  • L1-norm regularization
  • Alternating direction method of multipliers
  • MAXIMUM-LIKELIHOOD-ESTIMATION
  • MODEL SELECTION
  • FUNCTIONAL CONNECTIVITY
  • THRESHOLDING ALGORITHM
  • LOGISTIC-REGRESSION
  • VARIABLE SELECTION
  • NUCLEAR NORM
  • LASSO
  • SHRINKAGE
  • 113 Computer and information sciences

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