Correlation structure regularization via entropy loss function for high-dimension and low-sample-size data (Q5082586)

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scientific article; zbMATH DE number 7545590
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Correlation structure regularization via entropy loss function for high-dimension and low-sample-size data
scientific article; zbMATH DE number 7545590

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    Correlation structure regularization via entropy loss function for high-dimension and low-sample-size data (English)
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    21 June 2022
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    Bregman divergence
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    correlation matrix estimation
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    entropy loss function
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    high-dimensional correlation matrix
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    regularization
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