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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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