High Dimensional Inverse Covariance Matrix Estimation via Linear Programming.
Ming YuanPublished in: J. Mach. Learn. Res. (2010)
Keyphrases
- linear programming
- high dimensional
- linear program
- estimation problems
- low dimensional
- dynamic programming
- high dimensional data
- quadratic programming
- maximum likelihood estimation
- feasible solution
- multi dimensional
- optimal solution
- generalized linear models
- similarity search
- nearest neighbor
- parameter space
- variable selection
- nonlinear programming
- estimation process
- estimation accuracy
- gene expression data
- estimation algorithm
- constraint propagation
- data sets
- objective function
- feature extraction