A Sharp Analysis of Covariate Adjusted Precision Matrix Estimation via Alternating Projected Gradient Descent
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DOI: 10.1109/lsp.2022.3159402
Abstract: In this letter, we present a sharp algorithmic analysis for alternating projected gradient descent which is used to solve the covariate adjusted precision matrix estimation problem in high-dimensional settings. By introducing a new analytical tool… read more here.
Keywords: covariate adjusted; gradient descent; alternating projected; projected gradient ... See more keywords