Guangzhi Cao, Charles A. Bouman. Covariance Estimation for High Dimensional Data Vectors Using the Sparse Matrix Transform. In Daphne Koller, Dale Schuurmans, Yoshua Bengio, Léon Bottou, editors, Advances in Neural Information Processing Systems 21, Proceedings of the Twenty-Second Annual Conference on Neural Information Processing Systems, Vancouver, British Columbia, Canada, December 8-11, 2008. pages 225-232, MIT Press, 2008. [doi]
Abstract is missing.