[PDF] jmlr.org

[PDF][PDF] QUIC: quadratic approximation for sparse inverse covariance estimation.

CJ Hsieh, MA Sustik, IS Dhillon, P Ravikumar - J. Mach. Learn. Res., 2014 - jmlr.org
The l1-regularized Gaussian maximum likelihood estimator (MLE) has been shown to have
strong statistical guarantees in recovering a sparse inverse covariance matrix, or …
被引用次数：253 相关文章

QUIC: Quadratic Approximation for Sparse Inverse Covariance Matrix Estimation

CJ Hsieh, M Sustik, I Dhillon… - Journal of Machine …, 2014 - bigdata.oden.utexas.edu
The l1-regularized Gaussian maximum likelihood estimator (MLE) has been shown to have
strong statistical guarantees in recovering a sparse inverse covariance matrix, or …
[PDF] archive.org

[PDF][PDF] QUIC: Quadratic Approximation for Sparse Inverse Covariance Estimation

CJ Hsieh, MA Sustik, IS Dhillon… - Journal of Machine …, 2014 - scholar.archive.org
The l1-regularized Gaussian maximum likelihood estimator (MLE) has been shown to have
strong statistical guarantees in recovering a sparse inverse covariance matrix, or …
[PDF] academia.edu

[PDF][PDF] QUIC: Quadratic Approximation for Sparse Inverse Covariance Estimation

CJ Hsieh, MA Sustik, IS Dhillon… - Journal of Machine …, 2014 - academia.edu
The ℓ1-regularized Gaussian maximum likelihood estimator (MLE) has been shown to have
strong statistical guarantees in recovering a sparse inverse covariance matrix, or …
[PDF] psu.edu

[PDF][PDF] QUIC: Quadratic Approximation for Sparse Inverse Covariance Estimation

CJ Hsieh, MA Sustik, IS Dhillon… - Journal of Machine …, 2014 - Citeseer
The l1-regularized Gaussian maximum likelihood estimator (MLE) has been shown to have
strong statistical guarantees in recovering a sparse inverse covariance matrix, or …
[PDF] utexas.edu

[PDF][PDF] QUIC: Quadratic Approximation for Sparse Inverse Covariance Estimation

CJ Hsieh, MA Sustik, IS Dhillon… - Journal of Machine …, 2014 - cs.utexas.edu
The l1-regularized Gaussian maximum likelihood estimator (MLE) has been shown to have
strong statistical guarantees in recovering a sparse inverse covariance matrix, or …
[PDF] jmlr.org

[PDF][PDF] QUIC: Quadratic Approximation for Sparse Inverse Covariance Estimation

CJ Hsieh, MA Sustik, IS Dhillon, P Ravikumar - Journal of Machine …, 2014 - jmlr.org
The l1-regularized Gaussian maximum likelihood estimator (MLE) has been shown to have
strong statistical guarantees in recovering a sparse inverse covariance matrix, or …
[PDF] mit.edu

[PDF][PDF] QUIC: Quadratic Approximation for Sparse Inverse Covariance Estimation

CJ Hsieh, MA Sustik, IS Dhillon… - Journal of Machine …, 2014 - jmlr.csail.mit.edu
The l1-regularized Gaussian maximum likelihood estimator (MLE) has been shown to have
strong statistical guarantees in recovering a sparse inverse covariance matrix, or …
[PDF] academia.edu

[PDF][PDF] QUIC: Quadratic Approximation for Sparse Inverse Covariance Estimation

CJ Hsieh, MA Sustik, IS Dhillon… - Journal of Machine …, 2014 - academia.edu
The ℓ1-regularized Gaussian maximum likelihood estimator (MLE) has been shown to have
strong statistical guarantees in recovering a sparse inverse covariance matrix, or …

QUIC: Quadratic Approximation for Sparse Inverse Covariance Estimation

CJ Hsieh, MA Sustik, IS Dhillon… - Journal of Machine …, 2014 - jmlr.csail.mit.edu
Abstract The $\ell_1 $-regularized Gaussian maximum likelihood estimator (MLE) has been
shown to have strong statistical guarantees in recovering a sparse inverse covariance …