scholarly journals High-dimensional covariance estimation by minimizing ℓ1-penalized log-determinant divergence

2011 ◽  
Vol 5 (0) ◽  
pp. 935-980 ◽  
Author(s):  
Pradeep Ravikumar ◽  
Martin J. Wainwright ◽  
Garvesh Raskutti ◽  
Bin Yu
Keyword(s):  
Covariance Estimation ◽  
High Dimensional

scholarly journals High-dimensional covariance estimation under the presence of outliers

2016 ◽  
Vol 9 (4) ◽  
pp. 461-468
Author(s):  
Hsin-Cheng Huang ◽  
Thomas C. M. Lee
Keyword(s):  
Covariance Estimation ◽  
High Dimensional

scholarly journals Fast covariance estimation for high-dimensional functional data

2014 ◽  
Vol 26 (1-2) ◽  
pp. 409-421 ◽  
Author(s):  
Luo Xiao ◽  
Vadim Zipunnikov ◽  
David Ruppert ◽  
Ciprian Crainiceanu
Keyword(s):  
Functional Data ◽  
Covariance Estimation ◽  
High Dimensional
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