Estimation of positive definite \(M\)-matrices and structure learning for attractive Gaussian Markov random fields
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Publication:2341885
DOI10.1016/j.laa.2014.04.020zbMath1312.62070arXiv1404.6640OpenAlexW2963089591MaRDI QIDQ2341885
Publication date: 6 May 2015
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1404.6640
\(M\)-matrices\(\ell_1\)-regularizationprecision matrix estimationgraphical model selectionpartial correlationsGaussian Markov random fieldssign constraintshigh-dimensional statistical inferencelog-determinant divergence minimization
Estimation in multivariate analysis (62H12) Parametric inference under constraints (62F30) Convex programming (90C25) Sign pattern matrices (15B35)
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