Large-scale Sparse Inverse Covariance Matrix Estimation.

Matthias Bollhöfer Aryan Eftekhari Simon Scheidegger Olaf Schenk

Published in: SIAM J. Sci. Comput. (2019)

Keyphrases

real world
real life
databases
estimation accuracy
accurate estimation
signal reconstruction
compressed sensing
compressive sensing
sparse data
robust estimation
maximum likelihood estimation
small scale
sparse coding
case study
computer vision
estimation process
total least squares
data sets