$\ell_{0}$ Penalized Maximum Likelihood Estimation of Sparse Covariance Matrices

Ghania Fatima; Petre Stoica; Prabhu Babu

doi:10.1109/lsp.2024.3495576

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$\ell_{0}$ Penalized Maximum Likelihood Estimation of Sparse Covariance Matrices

Ghania Fatima Petre Stoica Prabhu Babu

Year: 2024 Journal: IEEE Signal Processing Letters Vol: 32 Pages: 66-70 Publisher: Institute of Electrical and Electronics Engineers

DOI: 10.1109/lsp.2024.3495576

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Keywords:

Maximum likelihood Covariance matrix Covariance Estimation of covariance matrices Maximum likelihood sequence estimation Computer science Mathematics Pattern recognition (psychology) Statistics Algorithm Artificial intelligence

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Blind Source Separation Techniques

Physical Sciences → Computer Science → Signal Processing

Sparse and Compressive Sensing Techniques

Physical Sciences → Engineering → Computational Mechanics

Statistical Mechanics and Entropy

Physical Sciences → Physics and Astronomy → Statistical and Nonlinear Physics

$\ell_{0}$ Penalized Maximum Likelihood Estimation of Sparse Covariance Matrices

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