Two New Algorithms for Maximum Likelihood Estimation of Sparse Covariance Matrices With Applications to Graphical Modeling

Ghania Fatima, Prabhu Babu, Petre Stoica. Two New Algorithms for Maximum Likelihood Estimation of Sparse Covariance Matrices With Applications to Graphical Modeling. IEEE Transactions on Signal Processing, 72:958-971, 2024. [doi]

Abstract

Abstract is missing.