Robust estimation of sparse precision matrix using adaptive weighted graphical lasso approach (Q5012345)
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scientific article; zbMATH DE number 7389331
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust estimation of sparse precision matrix using adaptive weighted graphical lasso approach |
scientific article; zbMATH DE number 7389331 |
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Robust estimation of sparse precision matrix using adaptive weighted graphical lasso approach (English)
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1 September 2021
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integrated squared error
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inverse covariance matrix
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robustness
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undirected graph
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weighted graphical Lasso
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