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On sparsity scales and covariance matrix transformations - MaRDI portal

On sparsity scales and covariance matrix transformations (Q5859765)

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scientific article; zbMATH DE number 7335497
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On sparsity scales and covariance matrix transformations
scientific article; zbMATH DE number 7335497

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    On sparsity scales and covariance matrix transformations (English)
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    20 April 2021
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    concentration matrix
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    high-dimensional nuisance parameter
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    matrix exponential
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    matrix logarithm
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    matrix transformation
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    sparsity
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