GISS^ρ is a greedy algorithm for sparse precision matrix estimation with analyzed asymptotic convergence and sparsity recovery, showing numerical advantages over ADMM and HTP.
Orthogonal matching pursuit for sp arse signal recovery with noise
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.ST 1years
2019 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
A greedy algorithm for sparse precision matrix approximation
GISS^ρ is a greedy algorithm for sparse precision matrix estimation with analyzed asymptotic convergence and sparsity recovery, showing numerical advantages over ADMM and HTP.