Laplacian Constrained Precision Matrix Estimation: Existence and High Dimensional Consistency.
Eduardo PavezPublished in: AISTATS (2022)
Keyphrases
- high dimensional
- estimation problems
- sparse coding
- low dimensional
- high precision
- accurate estimation
- generalized linear models
- dimensionality reduction
- density estimation
- estimation error
- parameter space
- high dimensionality
- similarity search
- parameter estimation
- data points
- feature space
- estimation algorithm
- covariance matrix
- precision and recall
- singular value decomposition
- data sets
- linear combination
- feature selection