Patent ID: 8775345

Claim:
A computer implemented method for modeling data, the computer implemented method being executed on at least one information processing system, the method comprising: receiving a first dataset comprising a first set of physical world data; generating, based on the receiving, at least one data model associated with the first dataset, wherein generating the at least one data model comprises: determining an empirical covariance matrix S over a set of n variables in a matrix X representing the first dataset; initializing a regularization parameter λ to a random variable, wherein the regularization parameter λ is fixed; and estimating a set of parameters of distribution p(λ) based on the empirical covariance matrix S; receiving a second dataset comprising a second set of physical world data; comparing the second dataset to the at least one data model; determining, based on the comparing, a probability that the second dataset is modeled by the at least one data model; determining that the probability is above a given threshold; generating, in response to the probability being above the given threshold, a decision associated with the second dataset based on the at least one data model; storing the probability and the decision in memory; and providing to a user, via a user interface communicatively coupled to the at least one information processing system, the probability and the decision.