EiGLasso: Scalable Estimation of Cartesian Product of Sparse Inverse Covariance Matrices.
Jun Ho YoonSeyoung KimPublished in: UAI (2020)
Keyphrases
- covariance matrices
- cartesian product
- estimation problems
- covariance matrix
- maximum likelihood
- gaussian distribution
- gaussian mixture model
- distance measure
- vector space
- multivariate normal
- linear classifiers
- feature vectors
- gaussian mixture
- high dimensional
- principal component analysis
- sparse representation
- em algorithm
- dictionary learning
- special case