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Efficient Sampling for Gaussian Graphical Models via Spectral Sparsification
Published on Aug 20, 20151883 Views
Motivated by a sampling problem basic to computational statistical inference, we develop a toolset based on spectral sparsification for a family of fundamental problems involving Gaussian sampling, ma
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Efficient Sampling for Gaussian Graphical Models via Spectral Sparsification00:00
Gaussian Distribution00:07
Nearly-optimal Gaussian sampling00:28
Inverse Square-root Factor02:02
Considering graph G with normalized Laplacian02:40
Random-walk Matrix Polynomial Sparsification03:42
thank you!04:54