On the inconsistency of ℓ 1-penalised sparse precision matrix estimation.
Otte HeinävaaraJanne Leppä-ahoJukka CoranderAntti HonkelaPublished in: BMC Bioinform. (2016)
Keyphrases
- coefficient matrix
- sparse matrix
- accurate estimation
- robust estimation
- sparse representation
- dense motion estimation
- estimation algorithm
- high precision
- parameter estimation
- estimation accuracy
- precision and recall
- rank minimization
- density estimation
- compressive sensing
- linear algebra
- estimation process
- factorization method
- low rank matrix