Search Results for author: Enrique del Castillo

Found 2 papers, 1 papers with code

Generalized Sparse Precision Matrix Selection for Fitting Multivariate Gaussian Random Fields to Large Data Sets

no code implementations • 11 May 2016 • Sam Davanloo Tajbakhsh, Necdet Serhat Aybat, Enrique del Castillo

We present a new method for estimating multivariate, second-order stationary Gaussian Random Field (GRF) models based on the Sparse Precision matrix Selection (SPS) algorithm, proposed by Davanloo et al. (2015) for estimating scalar GRF models.

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On the Theoretical Guarantees for Parameter Estimation of Gaussian Random Field Models: A Sparse Precision Matrix Approach

1 code implementation • 21 May 2014 • Sam Davanloo Tajbakhsh, Necdet Serhat Aybat, Enrique del Castillo

Iterative methods for fitting a Gaussian Random Field (GRF) model via maximum likelihood (ML) estimation requires solving a nonconvex optimization problem.

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