High-dimensional covariance estimation based on Gaussian graphical models

Mathematics

• Covariance Estimation 100%
• Thresholding 84%
• Graphical Models 82%
• Gaussian Model 81%
• Covariance matrix 63%
• High-dimensional 57%
• Penalization Method 49%
• Penalized Regression 47%
• Consistent Estimation 45%
• Kullback-Leibler Divergence 43%
• Frobenius norm 43%
• L1-norm 41%
• Operator Norm 40%
• Explicit Bounds 39%
• Sparsity 36%
• Regression Function 36%
• Undirected Graph 33%
• Maximum Likelihood Estimator 30%
• Graphics 29%
• Convergence Rate 29%
• Graph in graph theory 16%
• Estimate 16%

Engineering & Materials Science

• Covariance matrix 71%
• Model structures 36%
• Maximum likelihood 33%