Sparse inverse covariance matrix estimation via the $ \newcommand{\e}{{\rm e}} \ell_{0}$ -norm with Tikhonov regularization

Matrix Estimation ◽

An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2018.07.011 ◽

2018 ◽

Vol 128 ◽

pp. 292-307 ◽

Cited By ~ 2

Author(s):

Peili Li ◽

Yunhai Xiao

Keyword(s):

Covariance Matrix ◽

Efficient Algorithm ◽

Matrix Estimation ◽

Dual Formulation ◽

Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2012.03.013 ◽

2012 ◽

Vol 111 ◽

pp. 241-255 ◽

Cited By ~ 22

Author(s):

Wonyul Lee ◽

Yufeng Liu

Keyword(s):

Maximum Likelihood ◽

Covariance Matrix ◽

Multiple Response ◽

Matrix Estimation ◽

An Ensemble Kalman Filter Implementation Based on Modified Cholesky Decomposition for Inverse Covariance Matrix Estimation

SIAM Journal on Scientific Computing ◽

10.1137/16m1097031 ◽

2018 ◽

Vol 40 (2) ◽

pp. A867-A886 ◽

Cited By ~ 10

Author(s):

Elias D. Nino-Ruiz ◽

Adrian Sandu ◽

Xinwei Deng

Keyword(s):

Kalman Filter ◽

Covariance Matrix ◽

Ensemble Kalman Filter ◽

Cholesky Decomposition ◽

Matrix Estimation ◽

Modified Cholesky Decomposition ◽

Efficient Inverse Covariance Matrix Estimation for Low-Complexity Closed-Loop DPD Systems

2021 IEEE MTT-S International Wireless Symposium (IWS) ◽

10.1109/iws52775.2021.9499391 ◽

2021 ◽

Author(s):

Pablo Pascual Campo ◽

Lauri Anttila ◽

Vesa Lampu ◽

Yan Guo ◽

Neng Wang ◽

...

Keyword(s):

Covariance Matrix ◽

Closed Loop ◽

Low Complexity ◽

Matrix Estimation ◽

Regression approaches to small sample inverse covariance matrix estimation for hyperspectral image classification

2007 IEEE International Geoscience and Remote Sensing Symposium ◽

10.1109/igarss.2007.4423666 ◽

2007 ◽

Cited By ~ 1

Author(s):

Are C. Jensen ◽

Asbjorn Berge ◽

Anne Schistad Solberg

Keyword(s):

Image Classification ◽

Covariance Matrix ◽

Hyperspectral Image ◽

Small Sample ◽

Hyperspectral Image Classification ◽

Matrix Estimation ◽

Inverse Covariance Matrix Estimation for Low-Complexity Closed-Loop DPD Systems: Methods and Performance

IEEE Transactions on Microwave Theory and Techniques ◽

10.1109/tmtt.2021.3124226 ◽

2021 ◽

pp. 1-1

Author(s):

Pablo Pascual Campo ◽

Lauri Anttila ◽

Vesa Lampu ◽

Markus Allen ◽

Yan Guo ◽

...

Keyword(s):

Covariance Matrix ◽

Closed Loop ◽

Low Complexity ◽

Matrix Estimation ◽

Inverse Covariance Matrix ◽

And Performance

A joint convex penalty for inverse covariance matrix estimation

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2014.01.015 ◽

2014 ◽

Vol 75 ◽

pp. 15-27 ◽

Cited By ~ 4

Author(s):

Ashwini Maurya

Keyword(s):

Covariance Matrix ◽

Matrix Estimation ◽

Large-scale Sparse Inverse Covariance Matrix Estimation

SIAM Journal on Scientific Computing ◽

10.1137/17m1147615 ◽

2019 ◽

Vol 41 (1) ◽

pp. A380-A401 ◽

Cited By ~ 5

Author(s):

Matthias Bollhöfer ◽

Aryan Eftekhari ◽

Simon Scheidegger ◽

Olaf Schenk

Keyword(s):

Covariance Matrix ◽

Large Scale ◽

Matrix Estimation ◽

SC18: International Conference for High Performance Computing, Networking, Storage and Analysis ◽

Distributed Memory Sparse Inverse Covariance Matrix Estimation on High-Performance Computing Architectures

10.1109/sc.2018.00023 ◽

2018 ◽

Cited By ~ 1

Author(s):

Aryan Eftekhari ◽

Matthias BollhoFer ◽

Olaf Schenk

Keyword(s):

High Performance Computing ◽

Covariance Matrix ◽

High Performance ◽

Distributed Memory ◽

Matrix Estimation ◽

Inverse Covariance Matrix ◽

Performance Computing

Efficient Inverse Covariance Matrix Estimation for Low-Complexity Closed-Loop DPD Systems

2021 IEEE MTT-S International Wireless Symposium (IWS) ◽

10.1109/iws52775.2021.9499480 ◽

2021 ◽

Author(s):

Pablo Pascual Campo ◽

Lauri Anttila ◽

Vesa Lampu ◽

Yan Guo ◽

Neng Wang ◽

...

Keyword(s):

Covariance Matrix ◽

Closed Loop ◽

Low Complexity ◽

Matrix Estimation ◽