Learning the Conditional Independence Structure of Stationary Time Series: A Multitask Learning Approach

Research output: Contribution to journalArticleScientificpeer-review

15 Citations (Scopus)
Original languageEnglish
JournalIEEE Transactions on Signal Processing
Volume63
Issue number21
DOIs
Publication statusPublished - 2015
MoE publication typeA1 Journal article-refereed

Keywords

  • graphical model selection
  • high-dimensional statistics
  • multitask LASSO
  • multitask learning
  • nonparametric time series
  • sparsity

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