An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation.
Peili LiYunhai XiaoPublished in: Comput. Stat. Data Anal. (2018)
Keyphrases
- preprocessing
- dual formulation
- optimization algorithm
- computational cost
- learning algorithm
- detection algorithm
- estimation algorithm
- dynamic programming
- high dimensional
- computational complexity
- np hard
- k means
- particle swarm optimization
- computationally efficient
- parameter estimation
- estimation accuracy
- matching algorithm
- sparse representation
- iterative algorithms
- image processing
- expectation maximization
- worst case
- cost function
- multiscale
- simulated annealing
- convex hull
- video sequences