inverse covariance

MARS: A Second-Order Reduction Algorithm for High-Dimensional Sparse Precision Matrices Estimation JMLR 2023 EiGLasso for Scalable Sparse Kronecker-Sum Inverse Covariance Estimation JMLR 2022 Sparse sketches with small inversion bias COLT 2021 EiGLasso: Scalable Estimation of Cartesian Product of Sparse Inverse Covariance Matrices UAI 2020 Quadratic Sparse Gaussian Graphical Model Estimation Method for Massive Variables IJCAI 2020 The Sylvester Graphical Lasso (SyGlasso) AISTATS 2020 Robust Estimation of Tree Structured Gaussian Graphical Models ICML 2019 Toeplitz Inverse Covariance-based Clustering of Multivariate Time Series Data IJCAI 2018 Inverse Covariance Estimation with Structured Groups IJCAI 2017 A Well-Conditioned and Sparse Estimation of Covariance and Inverse Covariance Matrices Using a Joint Penalty JMLR 2016 Joint Estimation of Multiple Precision Matrices with Common Structures JMLR 2015 Learning convolution filters for inverse covariance estimation of neural network connectivity NeurIPS 2014 Optimization Methods for Sparse Pseudo-Likelihood Graphical Model Selection NeurIPS 2014 Distributed Learning of Gaussian Graphical Models via Marginal Likelihoods AISTATS 2013 Learning Gaussian Graphical Models with Observed or Latent FVSs NeurIPS 2013 Sparse Inverse Covariance Estimation with Calibration NeurIPS 2013 On the Sample Complexity of Robust PCA NeurIPS 2012 Structure estimation for discrete graphical models: Generalized covariance matrices and their inverses NeurIPS 2012 Extended Bayesian Information Criteria for Gaussian Graphical Models NeurIPS 2010 Sparse Inverse Covariance Selection via Alternating Linearization Methods NeurIPS 2010