High-dimensional covariance estimation by minimizing ℓ 1-penalized log-determinant divergence

Electronic Journal of Statistics

Volumn 5, Issue , 2011, Pages 935-980

  Ravikumar, Pradeep ^a   Wainwright, Martin J ^a   Raskutti, Garvesh ^a   Yu, Bin ^a  

^a NONE

Author keywords

1 regularization; Concentration; Covariance; Gaussian graphical models; Precision; Sparsity

Indexed keywords

EID: 80555142374     PISSN: 19357524     EISSN: None     Source Type: Journal    
DOI: 10.1214/11-EJS631     Document Type: Article

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