Inverse covariance estimation from data with missing values using the Concave-Convex Procedure

Proceedings of the IEEE Conference on Decision and Control

Volumn 2015-February, Issue February, 2014, Pages 5736-5742

  Thai, Jerome ^a   Hunter, Timothy ^a   Akametalu, Anayo K ^a   Tomlin, Claire J ^a   Bayen, Alexandre M ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

INVERSE PROBLEMS; MAXIMUM LIKELIHOOD ESTIMATION;

CONCAVE-CONVEX PROCEDURE; INVERSE COVARIANCE; MISSING VALUES; NUMERICAL EXPERIMENTS; PROBLEM-BASED; SCHUR COMPLEMENT;

PROBLEM SOLVING;

EID: 84988269458     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: 10.1109/CDC.2014.7040287     Document Type: Conference Paper

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