Joint estimation of multiple high-dimensional precision matrices (Q2796864)
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scientific article; zbMATH DE number 6561138
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint estimation of multiple high-dimensional precision matrices |
scientific article; zbMATH DE number 6561138 |
Statements
Joint estimation of multiple high-dimensional precision matrices (English)
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30 March 2016
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constrained optimization
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convergence rate
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graph recovery
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precision matrices
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second-order cone programming
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sparsity
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