matrix_and_statistical_ai_reading_group
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| - | + | |Date | 31 Mar 2010. | | |
| - | Paper | Pradeep Ravikumar et al: High-dimensional covariance estimation by minimizing l_1-penalized log-determinant divergence http://www.stat.berkeley.edu/tech-reports/767.pdf| | | + | |Paper | Pradeep Ravikumar et al: High-dimensional covariance estimation by minimizing l_1-penalized log-determinant divergence http://www.stat.berkeley.edu/tech-reports/767.pdf| | |
| |Presenter | Matyas Sustik | | | |Presenter | Matyas Sustik | | | ||
| |Notes | This paper contains a good introduction to covariance matrix estimation; the "large p small n case"; the connection to logdet divergence before delving into its main results. | | | |Notes | This paper contains a good introduction to covariance matrix estimation; the "large p small n case"; the connection to logdet divergence before delving into its main results. | | | ||
matrix_and_statistical_ai_reading_group.1269626905.txt.gz · Last modified: 2010/03/26 13:08 by 128.83.144.23
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