Sparse inverse covariance matrix estimation using quadratic approximation.
Inderjit S. DhillonCho-Jui HsiehMátyás A. SustikPradeep RavikumarPublished in: MLSLP (2012)
Keyphrases
- dense motion estimation
- update equations
- sparse approximation
- maximum likelihood estimator
- estimation accuracy
- estimation algorithm
- neural network
- sparse data
- closed form
- high dimensional
- error bounds
- sparse representation
- objective function
- taylor series expansion
- singular value decomposition
- estimation error
- maximum likelihood estimation
- accurate estimation
- approximation methods
- feature space
- computational complexity
- generalized linear models
- linear computational complexity
- data sets