Joint estimation of inverse covariance matrices lying in an unknown subspace

Keyphrases

• Computationally Efficient Algorithms 50%
• Covariance 50%
• Inverse Covariance 50%
• Inverse Covariance Matrix 100%
• Joint Estimation 100%
• Linear Space 50%
• Low-dimensional Subspace 100%
• Numerical Simulation 50%
• Optimization Algorithm 50%
• Performance Benefits 50%
• Performance Bounds 50%
• Symmetric Matrices 50%
• Tight 50%

Mathematics

• Computer Simulation 50%
• Covariance 100%
• Dimensional Subspace 100%
• Inverse Covariance Matrix 100%
• Linear Space 50%
• Real-World Data 50%
• Symmetric Matrix 50%