^T), with sparse inverse S = R^{-1}</span>
<span class="comment">% (S_ij = 0 means that y_i and y_j are conditionally independent).</span>
<span class="comment">% We want to estimate the covariance matrix R based on N independent</span>
<span class="comment">% samples y1,...,yN drawn from the distribution, and using prior knowledge</span>
<span class="comment">% that S is sparse</span>
<span class="comment">% A good heuristic for estimating R is to solve the problem</span>
<span class="comment">%           