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Sparse Covariance Selection using Semidefinite Programming A. d’Aspremont ORFE, Princeton University Joint work with O. Banerjee, L. El Ghaoui & G. Natsoulis, U.C. Berkeley & Iconix Pharmaceuticals
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Document Date: 2013-09-09 17:47:01
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Sparse Covariance Selection using Semidefinite Programming A. d’Aspremont ORFE, Princeton University Joint work with O. Banerjee, L. El Ghaoui & G. Natsoulis, U.C. Berkeley & Iconix Pharmaceuticals