Sparse_LowRank_AR_April_2_2015

所属分类:matlab编程
开发工具:matlab
文件大小:77KB
下载次数:4
上传日期:2020-11-18 10:39:25
上 传 者Maxlily
说明:  神经影像时间序列的稀疏加低秩自回归辨识:研究多元自回归稀疏低秩图模型的辨识问题,将此算法应用于合成和真实的神经影像数据集。
(Sparse plus low-rank autoregressive identification in neuroimaging time series that considers the problem of identifying multivariate autoregressive (AR) sparse plus low-rank graphical models.)

文件列表:
ADMM_sparse_lowrank_AR.m (28834, 2015-04-02)
__MACOSX (0, 2015-04-02)
__MACOSX\._ADMM_sparse_lowrank_AR.m (239, 2015-04-02)
Examples (0, 2015-04-02)
Examples\.DS_Store (6148, 2015-04-02)
__MACOSX\Examples (0, 2015-04-02)
__MACOSX\Examples\._.DS_Store (120, 2015-04-02)
Examples\Dynamic_model_size_10.mat (899, 2015-04-01)
__MACOSX\Examples\._Dynamic_model_size_10.mat (239, 2015-04-01)
Examples\Dynamic_model_size_100.mat (57525, 2015-04-02)
__MACOSX\Examples\._Dynamic_model_size_100.mat (239, 2015-04-02)
Examples\Test_models.m (5112, 2015-04-02)
__MACOSX\Examples\._Test_models.m (239, 2015-04-02)
__MACOSX\._Examples (239, 2015-04-02)
Install_mex.m (49, 2015-04-02)
__MACOSX\._Install_mex.m (239, 2015-04-02)
projectSortC.c (2788, 2008-07-31)
__MACOSX\._projectSortC.c (239, 2008-07-31)
projectSortC.mexmaci64 (8888, 2015-03-30)
__MACOSX\._projectSortC.mexmaci64 (239, 2015-03-30)
Run_me_first.m (31, 2015-03-31)
__MACOSX\._Run_me_first.m (239, 2015-03-31)
Test.m (4061, 2015-04-02)
__MACOSX\._Test.m (239, 2015-04-02)

Code title: "Sparse plus low-rank autoregressive identification in neuroimaging time series" Implementation of the ADMM algorithm (c) 2015-2016 Rapha‘l Ligeois and Bamdev Mishra . This package contains a MATLAB implementation of the algorithm proposed in the report. Rapha‘l Ligeois, Bamdev Mishra, Mattia Zorzi, and Rodolphe Sepulchre, "Sparse plus low-rank autoregressive identification in neuroimaging time series", Technical report, arXiv:1503.08639, 2015. This implementation is due to Rapha‘l Ligeois and Bamdev Mishra , 2015. The implementation is a research prototype still in development and is provided AS IS. No warranties or guarantees of any kind are given. Do not distribute this code or use it other than for your own research without permission of the authors. Feedback is greatly appreciated. Installation: ------------- - Run "Install_mex.m". You do not need to do this step for subsequent usage. - Run "Run_me_first.m" to add folders to the working path. This needs to be done at the starting of each session. - To check that everything works, run "Test.m" at Matlab command prompt (you should see some plots at the end). Files: ------ - ADMM_sparse_lowrank_AR.m: This is the main file related to the technical report mentioned above. It also contains 16 functions that are within the .m file. - projectSortC.c: This c file corresponds to the projection onto the L1 ball. - Test.m: A test file. - Examples: This folder contains some examples. Disclaimer: ----------- - All contents are written by Rapha‘l Ligeois and Bamdev Mishra except projectSortC.c, which is written by Ewout Van Den Berg, Mark Schmitd, Michael P. Friedlander, and Kevin Murphy, 2008.

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