Sparse Inverse Covariance Matrix Estimation Using Quadratic Approximation.
Cho-Jui HsiehMátyás A. SustikInderjit S. DhillonPradeep RavikumarPublished in: CoRR (2013)
Keyphrases
- high dimensional
- sparse approximation
- approximation algorithms
- estimation algorithm
- neural network
- update equations
- relative error
- robust estimation
- data sets
- pairwise
- computational complexity
- maximum likelihood
- objective function
- sparse data
- taylor series expansion
- error tolerance
- image sequences
- estimation process
- approximation error
- convex functions
- estimation error
- probabilistic model
- error bounds
- closed form
- sparse representation