precision matrix

A Block-Coordinate Descent Approach for Large-scale Sparse Inverse Covariance Estimation NeurIPS 2014 Compressive Sensing of Signals from a GMM with Sparse Precision Matrices NeurIPS 2014 Efficient Dimensionality Reduction for High-Dimensional Network Estimation ICML 2014 Gaussian Copula Precision Estimation with Missing Values AISTATS 2014 High-Dimensional Covariance Decomposition into Sparse Markov and Independence Models JMLR 2014 Adaptive Sparsity in Gaussian Graphical Models ICML 2013 Sparse Inverse Covariance Estimation with Calibration NeurIPS 2013 The Bigraphical Lasso ICML 2013 A Divide-and-Conquer Method for Sparse Inverse Covariance Estimation NeurIPS 2012 High-dimensional Covariance Estimation Based On Gaussian Graphical Models JMLR 2011 Accelerating Bayesian Structural Inference for Non-Decomposable Gaussian Graphical Models NeurIPS 2009 Model Selection in Gaussian Graphical Models: High-Dimensional Consistency of \boldmath$\ell_1$-regularized MLE NeurIPS 2008