Pages that link to "Item:Q2059164"

The following pages link to Sparse estimation of high-dimensional inverse covariance matrices with explicit eigenvalue constraints (Q2059164):

Displaying 9 items.

• Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization (Q391559) (← links)
• A joint convex penalty for inverse covariance matrix estimation (Q1623469) (← links)
• An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation (Q1796959) (← links)
• A well-conditioned and sparse estimation of covariance and inverse covariance matrices using a joint penalty (Q2834445) (← links)
• High dimensional inverse covariance matrix estimation via linear programming (Q2896144) (← links)
• Low-Rank Eigenvector Compression of Posterior Covariance Matrices for Linear Gaussian Inverse Problems (Q3176254) (← links)
• <formula formulatype="inline"><tex Notation="TeX">$l_{0}$</tex></formula> Sparse Inverse Covariance Estimation (Q4580638) (← links)
• Sparse inverse covariance matrix estimation via the $ \newcommand{\e}{{\rm e}} \ell_{0}$ -norm with Tikhonov regularization (Q4973542) (← links)
• Fast algorithms for sparse inverse covariance estimation (Q5031723) (← links)