Precision Matrix Estimation by Inverse Principal Orthogonal Decomposition (Q5129479)
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scientific article; zbMATH DE number 7266475
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Precision Matrix Estimation by Inverse Principal Orthogonal Decomposition |
scientific article; zbMATH DE number 7266475 |
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Precision Matrix Estimation by Inverse Principal Orthogonal Decomposition (English)
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27 October 2020
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high-dimensional data analysis
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latent Gaussian graphical model
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precision matrix
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