A constrained ℓ1 minimization approach to sparse precision matrix estimation

Journal of the American Statistical Association

Volumn 106, Issue 494, 2011, Pages 594-607

  Cai, Tony ^a   Liu, Weidong ^b   Luo, Xi ^a  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

^b SHANGHAI JIAO TONG UNIVERSITY   (China)

Author keywords

Covariance matrix; Frobenius norm; Gaussian graphical model; Precision matrix; Rate of convergence; Spectral norm

Indexed keywords

EID: 79960110811     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/jasa.2011.tm10155     Document Type: Article

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