• Topics:
• High-Dimensional Statistics

Download: pdf

Citation

• Elementary Estimators for Sparse Covariance Matrices and other Structured Moments (pdf, software)
  E. Yang, A. Lozano, P. Ravikumar.
  In International Conference on Machine Learning (ICML), 2014. (Oral)
  
  Bibtex:
  
  @inproceedings{yang2014elementary, author = "Eunho Yang AND Aurelie Lozano AND Pradeep Ravikumar", title = "Elementary Estimators for Sparse Covariance Matrices and other Structured Moments", booktitle = "International Conference on Machine Learning (ICML)", year = "2014" }