Sparse Covariance Selection via Robust Maximum Likelihood Estimation
Onureena BanerjeeAlexandre d'AspremontLaurent El GhaouiPublished in: CoRR (2005)
Keyphrases
- maximum likelihood estimation
- maximum likelihood
- em algorithm
- expectation maximization
- probability distribution
- log likelihood function
- parameter estimation
- mixture of gaussians
- multivariate gaussian
- covariance matrix
- boltzmann machine
- high dimensional
- density function
- probability density
- mixture model
- data mining techniques
- minimum classification error