Elementary Estimators for Sparse Covariance Matrices and other Structured Moments.
Eunho YangAurelie C. LozanoPradeep RavikumarPublished in: ICML (2014)
Keyphrases
- covariance matrices
- covariance matrix
- estimation problems
- maximum likelihood
- gaussian distribution
- distance measure
- vector space
- gaussian mixture model
- multivariate normal
- gaussian mixture
- sparse representation
- feature vectors
- linear classifiers
- dictionary learning
- high dimensional
- computer vision
- principal component analysis
- sparse coding
- objective function
- log euclidean