Sparse Inverse Covariance Matrix Estimation Using Quadratic Approximation.
Cho-Jui HsiehMátyás A. SustikInderjit S. DhillonPradeep RavikumarPublished in: NIPS (2011)
Keyphrases
- closed form
- approximation algorithms
- sparse approximation
- sparse representation
- taylor series expansion
- sparse data
- signal reconstruction
- data sets
- compressive sensing
- dense motion estimation
- update equations
- estimation accuracy
- high dimensional
- approximation methods
- approximation schemes
- relative error
- closed form solutions
- maximum likelihood estimation