Adaptive Estimation of Graphical Models under Total Positivity

no code implementations • 27 Oct 2022 • Jiaxi Ying, José Vinícius de M. Cardoso, Daniel P. Palomar

We consider the problem of estimating (diagonally dominant) M-matrices as precision matrices in Gaussian graphical models.

Time Series Time Series Analysis

Does the $\ell_1$-norm Learn a Sparse Graph under Laplacian Constrained Graphical Models?

1 code implementation • 26 Jun 2020 • Jiaxi Ying, José Vinícius de M. Cardoso, Daniel P. Palomar

We propose a numerical algorithm based on based on the alternating direction method of multipliers, and establish its theoretical sequence convergence.

A Unified Framework for Structured Graph Learning via Spectral Constraints

2 code implementations • 22 Apr 2019 • Sandeep Kumar, Jiaxi Ying, José Vinícius de M. Cardoso, Daniel Palomar

Then we develop an optimization framework that leverages graph learning with specific structures via spectral constraints on graph matrices.

Graph Learning