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A scalable sparse Cholesky based approach for learning high-dimensional covariance matrices in ordered data |
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| Authors: | Khare Kshitij Oh Sang-Yun Rahman Syed Rajaratnam Bala |
| Affiliation: | 1.University of Florida, Gainesville, USA ;2.University of California, Santa Barbara, USA ;3.University of California, Davis, USA ; |
| Abstract: | Machine Learning - Covariance estimation for high-dimensional datasets is a fundamental problem in machine learning, and has numerous applications. In these high-dimensional settings the number of... |
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