Recent developments in high dimensional covariance estimation and its related issues, a review (Q1657856)
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scientific article; zbMATH DE number 6917418
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recent developments in high dimensional covariance estimation and its related issues, a review |
scientific article; zbMATH DE number 6917418 |
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Recent developments in high dimensional covariance estimation and its related issues, a review (English)
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14 August 2018
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Gaussian graphical model
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high dimensional data
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Laplacian matrix
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Lasso
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precision matrix
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Tracy-Widom law
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