High-dimensional covariance estimation based on Gaussian graphical models (Q5396716)
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scientific article; zbMATH DE number 6253964
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-dimensional covariance estimation based on Gaussian graphical models |
scientific article; zbMATH DE number 6253964 |
Statements
3 February 2014
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graphical model selection
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covariance estimation
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Lasso
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nodewise regression
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thresholding
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stat.ML
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math.ST
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stat.TH
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