Asymptotic normality and optimalities in estimation of large Gaussian graphical models (Q152845)

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Asymptotic normality and optimalities in estimation of large Gaussian graphical models
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    43
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    1 June 2015
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    6 July 2015
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    Asymptotic normality and optimalities in estimation of large Gaussian graphical models (English)
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    asymptotic efficiency
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    covariance matrix
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    inference
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    graphical model
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    latent graphical model
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    minimax lower bound
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    optimal rate of convergence
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    scaled lasso
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    precision matrix
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    sparsity
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    spectral norm
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