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Sparse matrix computations are pivotal to advancing high-performance scientific applications, particularly as modern numerical simulations and data analyses demand efficient management of large ...
The results are then extended to the general matrix l w operator norms for 1 ≤ w ≤ ∞. In addition, we give a unified result on the minimax rate of convergence for sparse covariance matrix estimation ...
JACOB BIEN, ROBERT J. TIBSHIRANI, Sparse estimation of a covariance matrix, Biometrika, Vol. 98, No. 4 (DECEMBER 2011), pp. 807-820 ...
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