A proximal distance algorithm for likelihood-based sparse covariance estimation (Q5872849)
From MaRDI portal
scientific article; zbMATH DE number 7638100
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A proximal distance algorithm for likelihood-based sparse covariance estimation |
scientific article; zbMATH DE number 7638100 |
Statements
A proximal distance algorithm for likelihood-based sparse covariance estimation (English)
0 references
4 January 2023
0 references
distance-to-set penalty
0 references
majorization-minimization
0 references
penalized likelihood
0 references
proximal algorithm
0 references
sequential unconstrained minimization
0 references
sparse estimation
0 references
