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  Efficient inference in matrix-variate Gaussian models with iid observation noise

Stegle, O., Lippert, C., Mooij, J., Lawrence, N., & Borgwardt, K. (2012). Efficient inference in matrix-variate Gaussian models with iid observation noise. In Advances in Neural Information Processing Systems 24 (pp. 630-638). Red Hook, NY, USA: Curran.

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 Urheber:
Stegle, O1, Autor           
Lippert, C1, Autor           
Mooij, J2, Autor           
Lawrence, N, Autor
Borgwardt, K1, Autor           
Shawe-Taylor, Herausgeber
J., Herausgeber
Zemel, R.S., Herausgeber
Bartlett, P., Herausgeber
Pereira, F., Herausgeber
Weinberger, K.Q., Herausgeber
Affiliations:
1Max Planck Institute for Biological Cybernetics, Max Planck Society, ou_1497794              
2Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society, ou_1497795              

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 Zusammenfassung: Inference in matrix-variate Gaussian models has major applications for multioutput prediction and joint learning of row and column covariances from matrixvariate data. Here, we discuss an approach for efficient inference in such models that explicitly account for iid observation noise. Computational tractability can be retained by exploiting the Kronecker product between row and column covariance matrices. Using this framework, we show how to generalize the Graphical Lasso in order to learn a sparse inverse covariance between features while accounting for a low-rank confounding covariance between samples. We show practical utility on applications to biology, where we model covariances with more than 100,000 dimensions. We find greater accuracy in recovering biological network structures and are able to better reconstruct the confounders.

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 Datum: 2012-01
 Publikationsstatus: Erschienen
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 Identifikatoren: ISBN: 978-1-618-39599-3
URI: http://nips.cc/Conferences/2011/
BibTex Citekey: StegleLMLB2012
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Titel: Twenty-Fifth Annual Conference on Neural Information Processing Systems (NIPS 2011)
Veranstaltungsort: Granada, Spain
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Titel: Advances in Neural Information Processing Systems 24
Genre der Quelle: Konferenzband
 Urheber:
Affiliations:
Ort, Verlag, Ausgabe: Red Hook, NY, USA : Curran
Seiten: - Band / Heft: - Artikelnummer: - Start- / Endseite: 630 - 638 Identifikator: -