Fitting Laplacian regularized stratified Gaussian models

Tuck, J; Boyd, S

Tuck, J (corresponding author), Stanford Univ, 350 Jane Stanford Way,Packard Rm 243, Stanford, CA 94305 USA.

OPTIMIZATION AND ENGINEERING, ; ():

Abstract

We consider the problem of jointly estimating multiple related zero-mean Gaussian distributions from data. We propose to jointly estimate these covari......

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