Location: ACES 3.116 Time: Wednesdays, 10-11, every other week. Mailing list: matrix-sai at utlists.utexas === III === |Date | 31 Mar 2010. | |Paper | Pradeep Ravikumar et al: High-dimensional covariance estimation by minimizing l_1-penalized log-determinant divergence http://www.stat.berkeley.edu/tech-reports/767.pdf| | |Presenter | Matyas Sustik | | |Notes | This paper contains a good introduction to covariance matrix estimation; the "large p small n case"; the connection to logdet divergence before delving into its main results. | | === II. Intro to the use of Support graphs in finding preconditioners === | Date | 24th Feb 2010. 11th Mar 2010 | |Presenter | Pradeep Ravikumar | Reading Material 1. [[http://en.wikipedia.org/wiki/Preconditioner|Preconditioners]] 2. [[http://www.sandia.gov/~bahendr/support.html|Collection of papers on support-graph preconditioners]] === I. Preconditioner approximations for probabilistic graphical models === |Date | 10th Feb 2010. | |Presenter | vishvAs vAsuki | Reading Material 1. [[http://www.cs.cmu.edu/~pradeepr/papers/precondnips.pdf|Paper]]. P. Ravikumar and J. Lafferty. In Advances in Neural Information Processing Systems (NIPS) 18, pages 1113-1120, 2006. ===== Papers proposed =====