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A coordinate descent algorithm for sparse positive definite matrix estimation.

Ting YuanJunhui Wang
Published in: Stat. Anal. Data Min. (2013)
Keyphrases
  • positive definite
  • semi parametric
  • learning algorithm
  • k means
  • objective function
  • pairwise
  • support vector machine
  • worst case
  • kernel function
  • distance metric
  • covariance matrix
  • singular value decomposition