The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes (Q5088225)
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scientific article; zbMATH DE number 7555455
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes |
scientific article; zbMATH DE number 7555455 |
Statements
The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes (English)
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11 July 2022
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alternating directions method of multipliers
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Gaussian graphical model
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generalized fused lasso
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graphical lasso
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group lasso
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high dimensional data
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network estimation
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