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Covariance structure approximation via gLasso in high-dimensional supervised classification - MaRDI portal

Covariance structure approximation via gLasso in high-dimensional supervised classification (Q3168288)

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Covariance structure approximation via gLasso in high-dimensional supervised classification
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    Covariance structure approximation via gLasso in high-dimensional supervised classification (English)
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    30 October 2012
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    high dimensionality
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    classification accuracy
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    sparsity
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    block-diagonal covariance structure
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    graphical Lasso
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    separation strength
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