High-dimensional covariance estimation by minimizing l1-penalized log-determinant divergence (2011)
P. Ravikumar, M. J. Wainwright, G. Raskutti, and B. Yu
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Electronic Journal of Statistics, Vol. 5 (2011), pp. 935-980.
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Pradeep Ravikumar Faculty pradeepr [at] cs utexas edu