Compressive Recovery of Sparse Precision Matrices

1 code implementation • 8 Nov 2023 • Titouan Vayer, Etienne Lasalle, Rémi Gribonval, Paulo Gonçalves

We consider the problem of learning a graph modeling the statistical relations of the $d$ variables from a dataset with $n$ samples $X \in \mathbb{R}^{n \times d}$.

2k