On estimation of the diagonal elements of a sparse precision matrix
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Publication:302437
DOI10.1214/16-EJS1148zbMath1342.62088arXiv1504.04696MaRDI QIDQ302437
Samuel Balmand, Arnak S. Dalalyan
Publication date: 5 July 2016
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1504.04696
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Fast estimates for the diagonal of the inverse of large scale matrices appearing in applications ⋮ Robust Estimators in High-Dimensions Without the Computational Intractability
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