High-dimensional covariance estimation by minimizing 1-penalized log-determinant divergence

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Date: 2011-05-03 19:18:22 Data analysis Matrices Multivariate normal distribution Normal distribution Fisher information Maximum likelihood Covariance matrix Covariance Matrix Statistics Estimation theory Covariance and correlation		High-dimensional covariance estimation by minimizing 1-penalized log-determinant divergence Add to Reading List Source URL: www.cs.utexas.edu Download Document from Source Website File Size: 480,88 KB Share Document on Facebook

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