Split Bregman Method for Sparse Inverse Covariance Estimation with Matrix Iteration Acceleration
Gui-Bo YeJian-Feng CaiXiaohui XiePublished in: CoRR (2010)
Keyphrases
- correlation matrix
- split bregman method
- orthogonal matrices
- covariance matrix
- sparse matrix
- coefficient matrix
- matrix inversion
- jacobian matrix
- singular value decomposition
- regularized regression
- low rank
- total variation
- rank minimization
- dense motion estimation
- covariance matrices
- computer vision
- eigenvalue decomposition
- pairwise
- objective function