QUIC: quadratic approximation for sparse inverse covariance estimation.
Cho-Jui HsiehMátyás A. SustikInderjit S. DhillonPradeep RavikumarPublished in: J. Mach. Learn. Res. (2014)
Keyphrases
- log likelihood function
- pairwise
- neural network
- sparse approximation
- estimation algorithm
- approximation algorithms
- maximum likelihood
- update equations
- high dimensional
- data sets
- correlation matrix
- importance sampling
- computational complexity
- error bounds
- sparse data
- taylor series expansion
- convex functions
- accurate estimation
- random projections
- robust estimation
- maximum likelihood estimation
- parameter estimation
- objective function
- feature selection