Covariate Adjusted Precision Matrix Estimation via Nonconvex Optimization

Jinghui Chen, Pan Xu, Lingxiao Wang, Jian Ma 0004, Quanquan Gu. Covariate Adjusted Precision Matrix Estimation via Nonconvex Optimization. In Jennifer G. Dy, Andreas Krause 0001, editors, Proceedings of the 35th International Conference on Machine Learning, ICML 2018, Stockholmsmässan, Stockholm, Sweden, July 10-15, 2018. Volume 80 of JMLR Workshop and Conference Proceedings, pages 921-930, JMLR.org, 2018. [doi]

Abstract

Abstract is missing.