Eunho Yang, Aurelie C. Lozano, Pradeep D. Ravikumar. Elementary Estimators for Sparse Covariance Matrices and other Structured Moments. In Proceedings of the 31th International Conference on Machine Learning, ICML 2014, Beijing, China, 21-26 June 2014. Volume 32 of JMLR Proceedings, pages 397-405, JMLR.org, 2014. [doi]
Abstract is missing.