Wenfu Xia, Ziping Zhao 0002, Ying Sun. C-ISTA: Iterative Shrinkage-Thresholding Algorithm for Sparse Covariance Matrix Estimation. In IEEE Statistical Signal Processing Workshop, SSP 2023, Hanoi, Vietnam, July 2-5, 2023. pages 215-219, IEEE, 2023. [doi]
Abstract is missing.