A Density Evolution framework for Preferential Recovery of Covariance and Causal Graphs from Compressed Measurements

Muralikrishnna G. Sethuraman, Hang Zhang, Faramarz Fekri

In this paper, we propose a general framework for designing sensing matrix $\mathbf{A}\in {\mathbb{R}}^{d\times p}$, for estimation of sparse covariance matrix from compressed m…