Non-asymptotic error controlled sparse high dimensional precision matrix estimation.
Adam B. KashlakPublished in: J. Multivar. Anal. (2021)
Keyphrases
- high dimensional
- sparse data
- low dimensional
- generalized linear models
- estimation error
- dimensionality reduction
- high dimensionality
- coefficient matrix
- high dimension
- error estimation
- error analysis
- laplace transform
- estimation problems
- singular value decomposition
- sparse coding
- high dimensional data
- low rank
- similarity search
- intrinsic dimensionality
- kernel function
- feature space
- dense motion estimation
- sparse matrix
- nearest neighbor
- error bounds
- error rate
- input space
- additive models
- data points
- error tolerance
- linear combination
- low rank approximation
- high precision
- asymptotically optimal
- estimation accuracy
- noisy data
- variable selection
- sparse representation
- estimated parameters
- gene expression data
- feature extraction