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Partial correlation screening for estimating large precision matrices, with applications to classification - MaRDI portal

Partial correlation screening for estimating large precision matrices, with applications to classification (Q342668)

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scientific article; zbMATH DE number 6654460
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English
Partial correlation screening for estimating large precision matrices, with applications to classification
scientific article; zbMATH DE number 6654460

    Statements

    Partial correlation screening for estimating large precision matrices, with applications to classification (English)
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    18 November 2016
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    feature selection
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    forward and backward selection
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    glasso
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    partial correlation
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    random forest
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    screen and clean
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    sparsity
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    support vector machine
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