High-dimensional Covariance Estimation Based On Gaussian Graphical Models
Peter Bhlmann and Min Xu and Shuheng Zhou and Philipp Rtimann

@article{12:91,author={Shuheng Zhou and Philipp Rtimann and Min Xu and Peter Bhlmann}, Title={High-dimensional Covariance Estimation Based On Gaussian Graphical Models},journal={Journal of Machine Learning Research},volume={12}, url={http://www.jmlr.org/papers/volume12/zhou11a/zhou11a.pdf}}