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Estimating Tree-Structured Covariance Matrices via Mixed-Integer Programming

We present a novel method for estimating tree-structured covariance matrices directly from observed continuous data. Specifically, we estimate a covariance matrix from observations of p continuous random variables encoding a stochastic process over a tree with p leaves. A representation of these cla...

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Autors principals: Bravo, Héctor Corrada, Wright, Stephen, Eng, Kevin H., Keles, Sündüz, Wahba, Grace
Format: Artigo
Idioma:Inglês
Publicat: 2009
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Accés en línia:https://ncbi.nlm.nih.gov/pmc/articles/PMC3212858/
https://ncbi.nlm.nih.gov/pubmed/22081761
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