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On the Solution of <i>ℓ</i><sub>0</sub>-Constrained Sparse Inverse Covariance Estimation Problems - MaRDI portal

On the Solution of <i>ℓ</i><sub>0</sub>-Constrained Sparse Inverse Covariance Estimation Problems (Q4995086)

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scientific article; zbMATH DE number 7362332
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On the Solution of <i>ℓ</i><sub>0</sub>-Constrained Sparse Inverse Covariance Estimation Problems
scientific article; zbMATH DE number 7362332

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    On the Solution of <i>ℓ</i><sub>0</sub>-Constrained Sparse Inverse Covariance Estimation Problems (English)
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    23 June 2021
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    \( \ell_0\)-constrained
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    sparsity
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    gradient projection
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    approximate Newton
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    inverse covariance
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