High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence (Q1952214)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence |
scientific article |
Statements
High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence (English)
0 references
28 May 2013
0 references
covariance
0 references
concentration
0 references
precision
0 references
sparsity
0 references
Gaussian graphical models
0 references
\(\ell_1\) regularization
0 references
0 references
0 references
0 references
