Sparse estimation of high-dimensional correlation matrices (Q1660228): Difference between revisions

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+A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
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+Regularized estimation of large covariance matrices
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+Sparse estimation of a covariance matrix
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+Adaptive covariance matrix estimation through block thresholding
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+Optimal rates of convergence for sparse covariance matrix estimation
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+Are a set of microarrays independent of each other?
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+A joint convex penalty for inverse covariance matrix estimation
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+Proximité et dualité dans un espace hilbertien
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