Fused-Lasso Regularized Cholesky Factors of Large Nonstationary Covariance Matrices of Replicated Time Series (Q6047123)
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scientific article; zbMATH DE number 7746948
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fused-Lasso Regularized Cholesky Factors of Large Nonstationary Covariance Matrices of Replicated Time Series |
scientific article; zbMATH DE number 7746948 |
Statements
Fused-Lasso Regularized Cholesky Factors of Large Nonstationary Covariance Matrices of Replicated Time Series (English)
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9 October 2023
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Cholesky factor
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fused-Lasso
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Gaussian graphical models
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nonstationary covariance matrices
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precision matrices
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