Covariance Estimation in Decomposable Gaussian Graphical Models

DOI10.1109/TSP.2009.2037350zbMath1392.94526arXiv0903.1283OpenAlexW2120324727MaRDI QIDQ4570791

Alfred O. III Hero, Yonina C. Eldar, Ami Wiesel

Publication date: 9 July 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0903.1283

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Graphical methods in statistics (62A09)

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