
Scalable Sparse Covariance Estimation via Self-Concordance
Author(s) -
Anastasios Kyrillidis,
Rabeeh Karimi Mahabadi,
Quoc Tran-Dinh,
Volkan Cevher
Publication year - 2014
Publication title -
proceedings of the ... aaai conference on artificial intelligence
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2374-3468
pISSN - 2159-5399
DOI - 10.1609/aaai.v28i1.8960
Subject(s) - covariance , lipschitz continuity , convergence (economics) , metric (unit) , mathematical optimization , mathematics , rate of convergence , scalability , computer science , algorithm , convex optimization , function (biology) , optimization problem , regular polygon , statistics , mathematical analysis , computer network , channel (broadcasting) , operations management , geometry , database , evolutionary biology , economics , biology , economic growth