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{c}
{tag=Work by Tony Cai}
{tag=Work by Weidong Liu}
{tag=Work by Xi Luo}
{title2=2011}

By <Tony Cai>, <Weidong Liu>, <Xi Luo>.

https://arxiv.org/abs/1102.2233

PDF: https://arxiv.org/pdf/1102.2233

Section 2 defines entrywise objective, max-entry constraint, symmetric selection and column linear programs. Positive definiteness is a theorem under assumptions, not a program constraint.


A Constrained L1 Minimization Approach to Sparse Precision Matrix Estimation by Tony Cai and others

CLIME precision-matrix estimator

Tony Cai

Weidong Liu

Xi Luo

A Constrained L1 Minimization Approach to Sparse Precision Matrix Estimation by Tony Cai and others (2011)

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A Constrained L1 Minimization Approach to Sparse Precision Matrix Estimation by Tony Cai and others (2011)

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