inverse covariance matrix

Learning partial correlation graphs and graphical models by covariance queries JMLR 2021 High-dimensional Linear Discriminant Analysis Classifier for Spiked Covariance Model JMLR 2020 Targeted Fused Ridge Estimation of Inverse Covariance Matrices from Multiple High-Dimensional Data Classes JMLR 2020 SVD-Based Screening for the Graphical Lasso IJCAI 2017 Joint Structural Estimation of Multiple Graphical Models JMLR 2016 Learning Latent Variable Gaussian Graphical Models ICML 2014 BIG & QUIC: Sparse Inverse Covariance Estimation for a Million Variables NeurIPS 2013 Distributed Learning of Gaussian Graphical Models via Marginal Likelihoods AISTATS 2013 Learning Gaussian Graphical Models with Observed or Latent FVSs 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 Variable Selection for Gaussian Graphical Models AISTATS 2012 Sparse Inverse Covariance Matrix Estimation Using Quadratic Approximation NeurIPS 2011 Extended Bayesian Information Criteria for Gaussian Graphical Models NeurIPS 2010