Sparse permutation invariant covariance estimation

Keyphrases

• Covariance Estimation 100%
• Concentration Matrix 100%
• Permutation Invariant 100%
• Sparsity 50%
• Convergence Rate 50%
• Gene Expression Data 50%
• Inverse Covariance 50%
• Frobenius Norm 50%
• Operator Norm 50%
• Cholesky Decomposition 50%
• Sparse Estimators 50%
• Data Dimensions 50%
• Fast Iterative Algorithm 50%
• High-dimensional Setting 50%
• Likelihood Approach 50%
• Tumor Tissue Classification 50%
• Invariant Estimator 50%
• Popular 50%
• Correlation-based 50%
• Real-data Example 50%
• Least Absolute Shrinkage and Selection Operator (LASSO) 50%

Mathematics

• Matrix 100%
• Permutation 100%
• Covariance 100%
• Likelihood Approach 50%
• Operator Norm 50%
• Simulated Data 50%
• Real Data 50%
• Frobenius Norm 50%
• Cholesky's Decomposition 50%
• Normal Likelihood 50%
• Least Absolute Shrinkage and Selection Operator 50%
• Rate of Convergence 50%