High dimensional inverse covariance matrix estimation via linear programming (Q2896144)
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scientific article; zbMATH DE number 6055565
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High dimensional inverse covariance matrix estimation via linear programming |
scientific article; zbMATH DE number 6055565 |
Statements
13 July 2012
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covariance selection
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Dantzig selector
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Gaussian graphical model
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Lasso
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linear programming
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oracle inequality
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sparsity
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High dimensional inverse covariance matrix estimation via linear programming (English)
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