Group Lasso estimation of high-dimensional covariance matrices (Q5396725)
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scientific article; zbMATH DE number 6253971
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Group Lasso estimation of high-dimensional covariance matrices |
scientific article; zbMATH DE number 6253971 |
Statements
3 February 2014
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Group Lasso
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1 penalty
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high-dimensional covariance estimation
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basis expansion
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sparsity
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oracle inequality
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sparse PCA
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math.ST
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stat.TH
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