fjdhkyf3423/udrc-summerschool

Code to replicate experiments in lecture in UDRC-EURASIP Summer School

Code to replicate some of the experiments given in my lecture High-Dimensional Statistics and Sparsity at UDRC-EURASIP Summer School.

All code is in MATLAB. The slides can be found here.

Structure

• crime (requires CVX)
• glasso (requires CVX)
• image-recon (requires sparco and spgl1 toolboxes)
• lda
• nuc_norm (warning: execution time is long, so it contains .mat file with saved results)