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Non-asymptotic error controlled sparse high dimensional precision matrix estimation - MaRDI portal

Non-asymptotic error controlled sparse high dimensional precision matrix estimation (Q145307)

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scientific article; zbMATH DE number 7321515
  • Non-asymptotic error controlled sparse high dimensional precision matrix estimation
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English
Non-asymptotic error controlled sparse high dimensional precision matrix estimation
scientific article; zbMATH DE number 7321515
  • Non-asymptotic error controlled sparse high dimensional precision matrix estimation

Statements

26 March 2019
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12 March 2021
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stat.ME
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Non-asymptotic error controlled sparse high dimensional precision matrix estimation (English)
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debiased estimator
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false discovery rate
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Gaussian graphical models
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random matrix theory
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