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Covariance structure regularization via entropy loss function - MaRDI portal

Covariance structure regularization via entropy loss function (Q1623420)

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scientific article; zbMATH DE number 6983908
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Covariance structure regularization via entropy loss function
scientific article; zbMATH DE number 6983908

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    Covariance structure regularization via entropy loss function (English)
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    23 November 2018
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    covariance estimation
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    covariance structure
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    entropy loss function
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    Kullback-Leibler divergence
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    regularization
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