High-dimensional covariance estimation by minimizing $ell_1$-penalized log-determinant divergence (2011)
P. Ravikumar and M. J. Wainwright and G. Raskutti and B. Yu
View:
PDF
Citation:
Electronic Journal of Statistics, 5:935-980, 2011.
Bibtex:

Pradeep Ravikumar Professor pradeepr@cs.utexas.edu