BIG & QUIC: Sparse Inverse Covariance Estimation for a Million Variables.
Cho-Jui HsiehMátyás A. SustikInderjit S. DhillonPradeep RavikumarRussell A. PoldrackPublished in: NIPS (2013)
Keyphrases
- continuous valued
- correlation matrix
- variable selection
- relevant variables
- estimation algorithm
- sparse representation
- high dimensional
- dense motion estimation
- multivariate gaussian distribution
- big data
- robust estimation
- sparse data
- estimation accuracy
- canonical correlation analysis
- pairwise
- regularized regression
- signal reconstruction
- maximum likelihood estimation
- data sets
- density estimation
- sparse coding
- covariance matrix
- high quality