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inverse covariance

20 papers

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Co-occurring keywords

graphical model (864) sparse estimation (88) gaussian graphical model (106) precision matrix (58) inverse covariance estimation (15) inverse covariance matrix (13) convex optimization (1321) sparse optimization (246) sparse inverse covariance (23) covariance estimation (98)

Papers

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
Optimization Methods for Sparse Pseudo-Likelihood Graphical Model Selection NIPS 2014
Learning convolution filters for inverse covariance estimation of neural network connectivity NIPS 2014
Distributed Learning of Gaussian Graphical Models via Marginal Likelihoods AISTATS 2013
Sparse Inverse Covariance Estimation with Calibration NIPS 2013
Learning Gaussian Graphical Models with Observed or Latent FVSs NIPS 2013
On the Sample Complexity of Robust PCA NIPS 2012
Structure estimation for discrete graphical models: Generalized covariance matrices and their inverses NIPS 2012
Extended Bayesian Information Criteria for Gaussian Graphical Models NIPS 2010
Sparse Inverse Covariance Selection via Alternating Linearization Methods NIPS 2010