A coordinate descent algorithm for sparse positive definite matrix estimation (Q4969917)
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scientific article; zbMATH DE number 7260377
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A coordinate descent algorithm for sparse positive definite matrix estimation |
scientific article; zbMATH DE number 7260377 |
Statements
A coordinate descent algorithm for sparse positive definite matrix estimation (English)
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14 October 2020
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covariance matrix estimation
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coordinate descent
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forward stagewise estimation
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graph clustering
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positive definiteness
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precision matrix estimation
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