Sparse covariance estimation under Kronecker product structure

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volumn , Issue , 2012, Pages 3633-3636

  Tsiligkaridis, Theodoros ^a   Hero, Alfred O ^a,b  

^a University of Michigan   (United States)

^b UNIVERSITY OF MICHIGAN   (United States)

Author keywords

direct product; dual optimization; Glasso; high dimensional inference; penalized maximum likelihood

Indexed keywords

COVARIANCE ESTIMATION; DIRECT PRODUCT; DUAL FORMULATIONS; GAUSSIANS; GLASSO; HIGH DIMENSIONAL INFERENCE; HIGH-DIMENSIONAL; ITERATIVE ALGORITHM; KRONECKER PRODUCT; LOCAL MAXIMUM; LOG-LIKELIHOOD FUNCTIONS; NON-SMOOTH; OBJECTIVE FUNCTIONS; PENALIZED MAXIMUM LIKELIHOOD; RATE OF CONVERGENCE;

ALGORITHMS; APPROXIMATION THEORY; COVARIANCE MATRIX; SIGNAL PROCESSING;

MAXIMUM LIKELIHOOD ESTIMATION;

EID: 84867583748     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICASSP.2012.6288703     Document Type: Conference Paper

References (9)

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