Iterative thresholding algorithm for sparse inverse covariance estimation

Advances in Neural Information Processing Systems

Volumn 2, Issue , 2012, Pages 1574-1582

  Guillot, Dominique ^a   Rajaratnam, Bala ^a   Rolfs, Benjamin T ^a   Maleki, Arian ^b   Wong, Ian ^a  

^a STANFORD UNIVERSITY   (United States)

^b Rice University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CONDITION NUMBERS; COVARIANCE MATRIX ESTIMATION; INVERSE COVARIANCE; ITERATIVE THRESHOLDING; LINEAR CONVERGENCE RATE; LINEAR RATE OF CONVERGENCES; NUMERICAL CONVERGENCE; NUMERICAL PROPERTIES;

ALGORITHMS; COVARIANCE MATRIX; EIGENVALUES AND EIGENFUNCTIONS; ESTIMATION; GRADIENT METHODS; INVERSE PROBLEMS; MAXIMUM LIKELIHOOD ESTIMATION; NUMBER THEORY; OPTIMIZATION;

CONVERGENCE OF NUMERICAL METHODS;

EID: 84877740556     PISSN: 10495258     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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