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Covariance Matrix Estimation for Interest-Rate Risk Modeling via Smooth and Monotone Regularization.

, , and . J. Sel. Topics Signal Processing, 10 (6): 1006-1014 (2016)

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Low-Rank Variance Approximation in GMRF Models: Single and Multiscale Approaches., , , and . IEEE Trans. Signal Process., 56 (10-1): 4621-4634 (2008)Compressed sensing with sequential observations., , and . ICASSP, page 3357-3360. IEEE, (2008)Proceedings of the 2016 ICML Workshop on Human Interpretability in Machine Learning (WHI 2016)., , and . CoRR, (2016)Walk-Sum Interpretation and Analysis of Gaussian Belief Propagation., , and . NIPS, page 579-586. (2005)Linear programming analysis of loopy belief propagation for weighted matching., , and . NIPS, page 1273-1280. Curran Associates, Inc., (2007)Covariance Matrix Estimation for Interest-Rate Risk Modeling via Smooth and Monotone Regularization., , and . J. Sel. Topics Signal Processing, 10 (6): 1006-1014 (2016)A sparse signal reconstruction perspective for source localization with sensor arrays., , and . IEEE Trans. Signal Process., 53 (8-2): 3010-3022 (2005)Approximate inference in Gaussian graphical models.. Massachusetts Institute of Technology, Cambridge, MA, USA, (2008)ndltd.org (oai:dspace.mit.edu:1721.1/44906).Heavy Sets with Applications to Interpretable Machine Learning Diagnostics., , and . AISTATS, volume 206 of Proceedings of Machine Learning Research, page 5918-5930. PMLR, (2023)Homotopy continuation for sparse signal representation., , and . ICASSP (5), page 733-736. IEEE, (2005)