Iterative Thresholding Algorithm for Sparse Inverse Covariance Estimation
Dominique GuillotBala RajaratnamBenjamin T. RolfsArian MalekiIan WongPublished in: CoRR (2012)
Keyphrases
- thresholding algorithm
- decision directed
- sparse data
- estimation algorithm
- pairwise
- dense motion estimation
- accurate estimation
- signal reconstruction
- parameter estimation
- high dimensional
- density estimation
- maximum likelihood estimation
- covariance matrix
- canonical correlation analysis
- correlation matrix
- semi supervised
- database