Sparse covariance estimation in heterogeneous samples (Q1952215)

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Sparse covariance estimation in heterogeneous samples
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    Sparse covariance estimation in heterogeneous samples (English)
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    28 May 2013
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    covariance selection
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    Gaussian graphical model
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    mixture model
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    Dirichlet process
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    hidden Markov model
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    nonparametric Bayes inference
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