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    High Dimensional Inverse Covariance Matrix Estimation via Linear Programming
    12 years 11 months ago
    High Dimensional Inverse Covariance Matrix Estimation via Linear Programming
    Download  jmlr.csail.mit.edu
    This paper considers the problem of estimating a high dimensional inverse covariance matrix that can be well approximated by "sparse" matrices. Taking advantage of the c...
    Ming Yuan
    claim paper
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