Precision Matrix Estimation in High Dimensional Gaussian Graphical Models with Faster Rates.

Lingxiao Wang Xiang Ren Quanquan Gu

Published in: AISTATS (2016)

Keyphrases

high dimensional
gaussian graphical models
graphical models
dimensionality reduction
similarity search
nearest neighbor
data points
feature space
low dimensional
high dimensional data
singular value decomposition
least squares
data mining
data analysis
high dimensionality
linear models
image sequences