Learning Some Popular Gaussian Graphical Models without Condition Number Bounds

NIPS 2020, 2020.

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Gaussian Free Fields have important connections to random walks, and in the lattice case its scaling limit is an important generalization of Brownian motion that plays a key role in statistical physics and random surface theory

Abstract:

Gaussian Graphical Models (GGMs) have wide-ranging applications in machine learning and the natural and social sciences. In most of the settings in which they are applied, the number of observed samples is much smaller than the dimension and they are assumed to be sparse. While there are a variety of algorithms (e.g. Graphical Lasso, CLIM...More

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