Multivariate generalized Gaussian distribution: Convexity and graphical models

Keyphrases

• Graphical Models 100%
• Convexity 100%
• Multivariate Generalized Gaussian Distribution 100%
• Shape Parameter 33%
• Inverse Covariance 33%
• Maximum Likelihood Estimation 33%
• Nonconvex 33%
• Fixed-point Iteration 33%
• Weak Assumption 33%
• Covariance Estimation 33%
• Global Solution 33%
• Geodesic Convexity 33%
• Structured Covariance Estimation 33%
• Distribution Shape 33%
• Elliptically Symmetric Distributions 33%
• Likelihood Maximization 33%
• Convex Minimization 33%
• Generalized Framework 33%
• Time-varying Autoregressive Process 33%
• Sparsity Pattern 33%
• Multivariate Laplace Distribution 33%
• Sparsity Constraint 33%

Mathematics

• Gaussian Distribution 100%
• Covariance 100%
• Graphical Model 100%
• Fixed Point Iteration 33%
• Weaker Assumption 33%
• Maximum Likelihood 33%
• Global Solution 33%
• Elliptically Symmetric Distribution 33%
• Shape Parameter 33%
• Laplace Distribution 33%
• Autoregressive Model 33%
• Convex Minimization 33%
• Distribution Shape 33%
• Maximum Likelihood 33%