A Block-Coordinate Descent Approach for Large-scale Sparse Inverse Covariance Estimation.
Eran TreisterJavier TurekPublished in: NIPS (2014)
Keyphrases
- estimation algorithm
- real life
- small scale
- sparse representation
- log likelihood function
- real world
- compressive sensing
- high dimensional
- convex optimization
- estimation accuracy
- correlation matrix
- parameter estimation
- covariance matrix
- sparse coding
- expectation maximization
- estimation error
- principal component analysis
- maximum likelihood estimation
- robust estimation
- dictionary learning
- accurate estimation
- compressed sensing
- multiscale