Sparse inverse covariance matrix estimation using quadratic approximation

Advances in Neural Information Processing Systems 24: 25th Annual Conference on Neural Information Processing Systems 2011, NIPS 2011

Volumn , Issue , 2011, Pages

  Hsieh, Cho Jui ^a   Sustik, Mátyás A ^a   Dhillon, Inderjit S ^a   Ravikumar, Pradeep ^a  

^a University of Texas at Austin   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION ALGORITHMS; COVARIANCE MATRIX; INVERSE PROBLEMS; MAXIMUM LIKELIHOOD ESTIMATION;

COVARIANCE MATRIX ESTIMATION; GAUSSIAN MAXIMUM LIKELIHOOD; GRAPH STRUCTURES; MAXIMUM LIKELIHOOD ESTIMATOR; NOVEL ALGORITHM; QUADRATIC APPROXIMATION; RANDOM FIELDS; SPARSE INVERSE COVARIANCE MATRIXES; STATISTICAL GUARANTEE; UNDERLYING GRAPHS;

NEWTON-RAPHSON METHOD;

EID: 85162490550     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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