% Generated by IEEEtran.bst, version: 1.13 (2008/09/30)
\begin{thebibliography}{10}
\providecommand{\url}[1]{#1}
\csname url@samestyle\endcsname
\providecommand{\newblock}{\relax}
\providecommand{\bibinfo}[2]{#2}
\providecommand{\BIBentrySTDinterwordspacing}{\spaceskip=0pt\relax}
\providecommand{\BIBentryALTinterwordstretchfactor}{4}
\providecommand{\BIBentryALTinterwordspacing}{\spaceskip=\fontdimen2\font plus
\BIBentryALTinterwordstretchfactor\fontdimen3\font minus
  \fontdimen4\font\relax}
\providecommand{\BIBforeignlanguage}[2]{{%
\expandafter\ifx\csname l@#1\endcsname\relax
\typeout{** WARNING: IEEEtran.bst: No hyphenation pattern has been}%
\typeout{** loaded for the language `#1'. Using the pattern for}%
\typeout{** the default language instead.}%
\else
\language=\csname l@#1\endcsname
\fi
#2}}
\providecommand{\BIBdecl}{\relax}
\BIBdecl

\bibitem{AllenTib10}
G.~I. Allen and R.~Tibshirani, ``Transposable regularized covariance models
  with an application to missing data imputation,'' \emph{The Annals of Applied
  Statistics}, vol.~4, no.~2, pp. 764--790, 2010.

\bibitem{YL07}
M.~Yuan and Y.~Lin, ``Model selection and estimation in the gaussian graphical
  model.'' \emph{Biometrika}, vol.~94, pp. 19--35, 2007.

\bibitem{ModelSel}
O.~Banerjee, L.~E. Ghaoui, and A.~d'Aspremont, ``Model selection through sparse
  maximum likelihood estimation for multivariate {G}aussian or binary data,''
  \emph{Journal of Machine Learning Research}, vol.~9, pp. 485--516, March
  2008.

\bibitem{EstCovMatKron}
K.~Werner, M.~Jansson, and P.~Stoica, ``On estimation of covariance matrices
  with {K}ronecker product structure,'' \emph{IEEE Transactions on Signal
  Processing}, vol.~56, no.~2, February 2008.

\bibitem{MIMOWerner}
K.~Werner and M.~Jansson, ``Estimation of kronecker structured channel
  covariances using training data,'' in \emph{Proceedings of EUSIPCO}, 2007.

\bibitem{LuZimmerman2}
N.~Lu and D.~Zimmerman, ``On likelihood-based inference for a separable
  covariance matrix,'' Statistics and Actuarial Science Dept., Univ. of Iowa,
  Iowa City, IA, Tech. Rep., 2004.

\bibitem{Glasso}
J.~Friedman, T.~Hastie, and R.~Tibshirani, ``Sparse inverse covariance
  estimation with the graphical lasso,'' \emph{Biostatistics}, vol.~9, no.~3,
  pp. 432--441, 2008.

\bibitem{TimeVaryingGraphs}
S.~Zhou, J.~Lafferty, and L.~Wasserman, ``Time varying undirected graphs,''
  \emph{Journal of Machine Learning Research}, vol.~80, pp. 295--319, 2010.

\bibitem{Rothman}
A.~Rothman, P.~Bickel, E.~Levina, and J.~Zhu, ``Sparse permutation invariant
  covariance estimation,'' \emph{Electronic Journal of Statistics}, vol.~2, pp.
  494--515, 2008.

\bibitem{RWRY08}
P.~Ravikumar, M.~Wainwright, G.~Raskutti, and B.~Yu, ``High-dimensional
  covariance estimation by minimizing $\ell_1$-penalized log-determinant
  divergence,'' \emph{Advances in Neural Information Processing Systems}, 2008.

\bibitem{ConvexOpt}
S.~Boyd and L.~Vandenberghe, \emph{Convex Optimization}.\hskip 1em plus 0.5em
  minus 0.4em\relax Cambridge University Press, 2004.

\bibitem{TsiligkaridisTSP}
T.~Tsiligkaridis, A.~Hero, and S.~Zhou, ``Convergence properties of kronecker
  graphical lasso algorithms,'' \emph{arXiv:submit/0448399}, April 2012.

\bibitem{HsiehNIPS11}
C.-J. Hsieh, M.~A. Sustik, I.~S. Dhillon, and P.~Ravikumar, ``Sparse inverse
  covariance matrix estimation using quadratic approximation,'' \emph{Advances
  in Neural Information Processing Systems}, vol.~24, 2011.

\bibitem{IntroRealAnalysis}
R.~G. Bartle and D.~R. Sherbert, \emph{Introduction to Real Analysis}.\hskip
  1em plus 0.5em minus 0.4em\relax John Wiley \& Sons, 2000.

\bibitem{LuZimmerman}
N.~Lu and D.~Zimmerman, ``The likelihood ratio test for a separable covariance
  matrix,'' \emph{Statistics and Probability Letters}, vol.~73, no.~5, pp.
  449--457, May 2005.

\bibitem{HornJohnson}
R.~A. Horn and C.~R. Johnson, \emph{Matrix Analysis}.\hskip 1em plus 0.5em
  minus 0.4em\relax Cambridge University Press, 1990.

\end{thebibliography}
