The Goodness of Covariance Selection Problem from AUC Bounds

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Khajavi, Navid Tafaghodi; Kuh, Anthony;
  • Subject: Computer Science - Information Theory

We conduct a study of graphical models and discuss the quality of model selection approximation by formulating the problem as a detection problem and examining the area under the curve (AUC). We are specifically looking at the model selection problem for jointly Gaussia... View more
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