A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation (Q3095179)

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A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation
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    A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation (English)
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    28 October 2011
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    covariance matrix
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    Frobenius norm
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    Gaussian graphical model
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    rate of convergence
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    spectral norm
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