A convex framework for high-dimensional sparse Cholesky based covariance estimation

K Khare, S Oh, S Rahman, B Rajaratnam - arXiv preprint arXiv …, 2016 - arxiv.org
Covariance estimation for high-dimensional datasets is a fundamental problem in modern
day statistics with numerous applications. In these high dimensional datasets, the number of …
被引用次数：11 相关文章

A convex framework for high-dimensional sparse Cholesky based covariance estimation

K Khare, S Oh, S Rahman, B Rajaratnam - arXiv e-prints, 2016 - ui.adsabs.harvard.edu
Covariance estimation for high-dimensional datasets is a fundamental problem in modern
day statistics with numerous applications. In these high dimensional datasets, the number of …