Lee H. Dicker, Murat A. Erdogdu. Maximum Likelihood for Variance Estimation in High-Dimensional Linear Models. In Arthur Gretton, Christian C. Robert, editors, Proceedings of the 19th International Conference on Artificial Intelligence and Statistics, AISTATS 2016, Cadiz, Spain, May 9-11, 2016. Volume 51 of JMLR Workshop and Conference Proceedings, pages 159-167, JMLR.org, 2016. [doi]
Abstract is missing.