-Constrained Sparse Inverse Covariance Estimation Problems.
Dzung T. PhanMatt MenickellyPublished in: INFORMS J. Comput. (2021)
Keyphrases
- estimation problems
- covariance matrices
- high dimensional
- parameter estimation
- covariance matrix
- maximum likelihood
- particle filter
- gaussian distribution
- state estimation
- least squares
- high dimension
- image processing
- distance measure
- low dimensional
- dimensionality reduction
- model selection
- computer vision
- mean shift
- pairwise
- feature space