Fast Component Pursuit for Large-Scale Inverse Covariance Estimation

Lei Han, Yu Zhang, Tong Zhang. Fast Component Pursuit for Large-Scale Inverse Covariance Estimation. In Balaji Krishnapuram, Mohak Shah, Alexander J. Smola, Charu Aggarwal, Dou Shen, Rajeev Rastogi, editors, Proceedings of the 22nd ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, San Francisco, CA, USA, August 13-17, 2016. pages 1585-1594, ACM, 2016. [doi]

Abstract

Abstract is missing.