Shrinking Covariance Matrices using Biological Background Knowledge
نویسنده
چکیده
We propose a novel method for covariance matrix estimation based on shrinkage with a target inferred from biological background knowledge using methods of inductive logic programming. We show that our novel method improves on the state of the art when sample sets are small and some background knowledge expressed in a subset of firstorder logic is available. As we show in the experiments with genetic data, this background knowledge can be even only indirectly relevant to the modeling problem at hand.
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تاریخ انتشار 2010