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Publication:2896161
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zbMath1242.62104MaRDI QIDQ2896161

Jitkomut Songsiri, Lieven Vandenberghe

Publication date: 13 July 2012

Full work available at URL: http://www.jmlr.org/papers/v11/songsiri10a.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

convex optimizationtime seriestopology selection


Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of graph theory (05C90) Convex programming (90C25)


Related Items (7)

Generalized maximum entropy based identification of graphical ARMA models ⋮ A Bayesian approach to sparse dynamic network identification ⋮ Topology identification under spatially correlated noise ⋮ Autoregressive identification of Kronecker graphical models ⋮ Empirical Bayesian learning in AR graphical models ⋮ Understanding large text corpora via sparse machine learning ⋮ Graphical model selection for a particular class of continuous-time processes


Uses Software

  • NESTA



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