{"paper":{"title":"Parsimonious modeling with Information Filtering Networks","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.IT","stat.ML"],"primary_cat":"cs.IT","authors_text":"Guido Previde Massara, T. Di Matteo, Tomaso Aste, Wolfram Barfuss","submitted_at":"2016-02-23T23:03:56Z","abstract_excerpt":"We introduce a methodology to construct parsimonious probabilistic models. This method makes use of Information Filtering Networks to produce a robust estimate of the global sparse inverse covariance from a simple sum of local inverse covariances computed on small sub-parts of the network. Being based on local and low-dimensional inversions, this method is computationally very efficient and statistically robust even for the estimation of inverse covariance of high-dimensional, noisy and short time-series. Applied to financial data our method results computationally more efficient than state-of"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1602.07349","kind":"arxiv","version":3},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}