Efficient Minimax Estimation of a Class of High-Dimensional Sparse Precision Matrices

DOI10.1109/TSP.2012.2189109MaRDI QIDQ4573785zbMATH OpenOpenAlexFDO

Authors Xiaohui Chen, Young-Heon Kim, Z. Jane Wang

Publication date 18 July 2018

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

Full work available at URL https://doi.org/10.1109/tsp.2012.2189109

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Estimation in multivariate analysis (62H12) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(4)

• scientific article; zbMATH DE number 7370563 (Why is no real title available?)
• Fast algorithms for sparse inverse covariance estimation
• Minimax optimal estimation of high-dimensional sparse covariance matrices with missing data
• Sharp Oracle Inequalities for High-Dimensional Matrix Prediction

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