Laplacian Constrained Precision Matrix Estimation: Existence and High Dimensional Consistency.
Eduardo PavezPublished in: CoRR (2021)
Keyphrases
- high dimensional
- lagrange multipliers
- feature space
- dimensionality reduction
- low dimensional
- sparse coding
- estimation problems
- high dimensional data
- laplacian matrix
- accurate estimation
- variable selection
- dimension reduction
- high dimensionality
- edge detection
- nearest neighbor
- data points
- gene expression data
- similarity search
- parameter space
- precision and recall
- parameter estimation
- input space
- low rank
- linear combination
- estimation error
- markov random field
- singular values
- intrinsic dimensionality