Inverse covariance estimation from data with missing values using the Concave-Convex Procedure

Jerome Thai, Timothy Hunter, Anayo K. Akametalu, Claire J. Tomlin, Alexandre M. Bayen. Inverse covariance estimation from data with missing values using the Concave-Convex Procedure. In 53rd IEEE Conference on Decision and Control, CDC 2014, Los Angeles, CA, USA, December 15-17, 2014. pages 5736-5742, IEEE, 2014. [doi]

Abstract

Abstract is missing.