Efficient minimax estimation of a class of high-dimensional sparse precision matrices

Keyphrases

• Breast Cancer Data 33%
• Computational Complexity 33%
• Computationally Efficient 33%
• Convergence Results 33%
• Covariance Matrix 33%
• Error Minimization 33%
• Finite Sample Size 33%
• Likelihood Maximization 33%
• Minimax Estimator 100%
• Minimax Risk 33%
• Model Selection 33%
• Neumann Series 33%
• Penalized Likelihood 33%
• Precision Matrix 100%
• Rate-optimal 33%
• Series Representation 33%
• Sparse Precision Matrix 100%
• Spectral Norm 33%
• State-of-the-art Techniques 33%

Mathematics

• Convergence Result 20%
• Covariance Matrix 20%
• Matrix (Mathematics) 100%
• Minimax 20%
• Minimax Estimation 100%
• Model Selection 20%
• Neumann Series 20%
• Probability Theory 20%
• Series Representation 20%