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

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Date: 2011-09-16 07:59:26 Algebra of random variables Probability theory Estimation theory Multivariate normal distribution Normal distribution Covariance matrix Maximum likelihood Matrix Covariance Statistics Covariance and correlation Data analysis		High-dimensional covariance estimation by minimizing 1-penalized log-determinant divergence Add to Reading List Source URL: www.eecs.berkeley.edu Download Document from Source Website File Size: 557,36 KB Share Document on Facebook

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