Covariance selection quality through detection problem and AUC bounds
نویسندگان
چکیده
منابع مشابه
The Quality of the Covariance Selection Through Detection Problem and AUC Bounds
We consider the problem of quantifying the quality of a model selection problem for a graphical model. We discuss this by formulating the problem as a detection problem. Model selection problems usually minimize a distance between the original distribution and the model distribution. For the special case of Gaussian distributions, the model selection problem simplifies to the covariance selecti...
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ژورنال
عنوان ژورنال: APSIPA Transactions on Signal and Information Processing
سال: 2018
ISSN: 2048-7703
DOI: 10.1017/atsip.2018.20