Sciweavers

    JMLR
    2010
    136views more  JMLR 2010»
    High Dimensional Inverse Covariance Matrix Estimation via Linear Programming
    13 years 6 months ago
    High Dimensional Inverse Covariance Matrix Estimation via Linear Programming
    Download  jmlr.csail.mit.edu
    This paper considers the problem of estimating a high dimensional inverse covariance matrix that can be well approximated by "sparse" matrices. Taking advantage of the c...
    Ming Yuan
    claim paper
    Read More »
    Explore & Download
    Proceedings Preprints Top 5 Ranked Papers Publications Books Software Tutorials Presentations Lectures Notes Datasets
    Productivity Tools
    International On-screen Keyboard Graphical Social Symbols OCR Text Recognition CSS3 Style Generator Web Page to PDF Web Page to Image PDF Split PDF Merge Latex Equation Editor Sci2ools
    Document Tools
    PDF to Text PDF to Postscript PDF to Thumbnails Excel to PDF Word to PDF Postscript to PDF PowerPoint to PDF Latex to Word Repair Corrupted PDF
    Image Tools
    JPG to PS JPG to PDF Extract Images from PDF Image Converter
    Sciweavers
    About Community Cookies Privacy Policy Terms of Use

    Copyright © Sciweavers LLC, 2009-2024, USA.