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Matches in SemOpenAlex for { <https://semopenalex.org/work/W2007809740> ?p ?o ?g. }

• W2007809740 abstract "We propose a method for inferring the conditional independence graph (CIG) of a high-dimensional discrete-time Gaussian vector random process from finite-length observations. Our approach does not rely on a parametric model (such as, e.g., an autoregressive model) for the vector random process; rather, it only assumes certain spectral smoothness properties. The proposed inference scheme is compressive in that it works for sample sizes that are (much) smaller than the number of scalar process components. We provide analytical conditions for our method to correctly identify the CIG with high probability." @default.
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• W2007809740 date "2014-05-01" @default.
• W2007809740 modified "2023-09-23" @default.
• W2007809740 title "Compressive nonparametric graphical model selection for time series" @default.
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• W2007809740 doi "https://doi.org/10.1109/icassp.2014.6853700" @default.
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