Improved Calibration of High-Dimensional Precision Matrices

Mengyi Zhang, Francisco Rubio, Daniel P. Palomar. Improved Calibration of High-Dimensional Precision Matrices. IEEE Transactions on Signal Processing, 61(6):1509-1519, 2013. [doi]

@article{ZhangRP13,
  title = {Improved Calibration of High-Dimensional Precision Matrices},
  author = {Mengyi Zhang and Francisco Rubio and Daniel P. Palomar},
  year = {2013},
  doi = {10.1109/TSP.2012.2236321},
  url = {http://dx.doi.org/10.1109/TSP.2012.2236321},
  researchr = {https://researchr.org/publication/ZhangRP13},
  cites = {0},
  citedby = {0},
  journal = {IEEE Transactions on Signal Processing},
  volume = {61},
  number = {6},
  pages = {1509-1519},
}