{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,8,7]],"date-time":"2024-08-07T07:33:58Z","timestamp":1723016038294},"publisher-location":"California","reference-count":0,"publisher":"International Joint Conferences on Artificial Intelligence Organization","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2017,8]]},"abstract":"<jats:p>Estimating the inverse covariance matrix of p variables from n observations is challenging when n is much less than p, since the sample covariance matrix is singular and cannot be inverted. A popular solution is to optimize for the L1 penalized estimator; however, this does not incorporate structure domain knowledge and can be expensive to optimize. We consider finding inverse covariance matrices with group structure, defined as potentially overlapping principal submatrices, determined from domain knowledge (e.g. categories or graph cliques). We propose a new estimator for this problem setting that  can be derived efficiently via the conditional gradient method, leveraging chordal decomposition theory for scalability. Simulation results show significant improvement in sample complexity when the correct group structure is known. We also apply these estimators to 14,910 stock closing prices, with noticeable improvement when group sparsity is exploited.<\/jats:p>","DOI":"10.24963\/ijcai.2017\/395","type":"proceedings-article","created":{"date-parts":[[2017,7,28]],"date-time":"2017-07-28T05:14:07Z","timestamp":1501218847000},"page":"2836-2842","source":"Crossref","is-referenced-by-count":0,"title":["Inverse Covariance Estimation with Structured Groups"],"prefix":"10.24963","author":[{"given":"Shaozhe","family":"Tao","sequence":"first","affiliation":[{"name":"University of Minnesota"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Yifan","family":"Sun","sequence":"additional","affiliation":[{"name":"Technicolor Research"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Daniel","family":"Boley","sequence":"additional","affiliation":[{"name":"University of Minnesota"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"10584","event":{"number":"26","sponsor":["International Joint Conferences on Artificial Intelligence Organization (IJCAI)","University of Technology Sydney (UTS)","Australian Computer Society (ACS)"],"acronym":"IJCAI-2017","name":"Twenty-Sixth International Joint Conference on Artificial Intelligence","start":{"date-parts":[[2017,8,19]]},"theme":"Artificial Intelligence","location":"Melbourne, Australia","end":{"date-parts":[[2017,8,26]]}},"container-title":["Proceedings of the Twenty-Sixth International Joint Conference on Artificial Intelligence"],"original-title":[],"deposited":{"date-parts":[[2017,7,28]],"date-time":"2017-07-28T07:53:43Z","timestamp":1501228423000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.ijcai.org\/proceedings\/2017\/395"}},"subtitle":[],"proceedings-subject":"Artificial Intelligence Research Articles","short-title":[],"issued":{"date-parts":[[2017,8]]},"references-count":0,"URL":"https:\/\/doi.org\/10.24963\/ijcai.2017\/395","relation":{},"subject":[],"published":{"date-parts":[[2017,8]]}}}