High-Dimensional Covariance Decomposition into Sparse Markov and Independence Models

zbMath1319.62112arXiv1211.0919MaRDI QIDQ2934033

Animashree Anandkumar, Majid Janzamin

Publication date: 8 December 2014

Full work available at URL: https://arxiv.org/abs/1211.0919

zbMATH Keywords

convex optimizationcovariance estimationsparsistencysparse covariance modelssparse graphical model selection

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

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