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    ICML
    2006
    IEEE
    194views Machine Learning» more  ICML 2006»
    Convex optimization techniques for fitting sparse Gaussian graphical models
    15 years 9 months ago
    Convex optimization techniques for fitting sparse Gaussian graphical models
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    We consider the problem of fitting a large-scale covariance matrix to multivariate Gaussian data in such a way that the inverse is sparse, thus providing model selection. Beginnin...
    Onureena Banerjee, Laurent El Ghaoui, Alexandre d'...
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