An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss (Q2008097)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss |
scientific article; zbMATH DE number 7135527
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss |
scientific article; zbMATH DE number 7135527 |
Statements
An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss (English)
0 references
22 November 2019
0 references
ADMM
0 references
high dimension
0 references
penalized quadratic loss
0 references
precision matrix
0 references
0 references
0 references
0 references
