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Covariance estimation in decomposable Gaussian graphical models

Covariance estimation in decomposable Gaussian graphical models

6 March 2009
A. Wiesel
Yonina C. Eldar
Alfred Hero
ArXiv (abs)PDFHTML

Papers citing "Covariance estimation in decomposable Gaussian graphical models"

4 / 4 papers shown
Title
Distributionally Robust Inverse Covariance Estimation: The Wasserstein
  Shrinkage Estimator
Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator
Viet Anh Nguyen
Daniel Kuhn
Peyman Mohajerin Esfahani
96
51
0
18 May 2018
Joint Inverse Covariances Estimation with Mutual Linear Structure
Joint Inverse Covariances Estimation with Mutual Linear Structure
I. Soloveychik
A. Wiesel
31
0
0
20 Nov 2015
An RKHS Approach to Estimation with Sparsity Constraints
An RKHS Approach to Estimation with Sparsity Constraints
A. Jung
89
3
0
22 Nov 2013
Performance Bounds for Sparse Parametric Covariance Estimation in
  Gaussian Models
Performance Bounds for Sparse Parametric Covariance Estimation in Gaussian Models
A. Jung
Sebastian Schmutzhard
F. Hlawatsch
Alfred Hero
91
2
0
20 Jan 2011
1