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High-dimensional regression coefficient estimation by nuclear norm plus \(l_1\) norm penalization - MaRDI portal

High-dimensional regression coefficient estimation by nuclear norm plus \(l_1\) norm penalization (Q6548786)

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scientific article; zbMATH DE number 7858677
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English
High-dimensional regression coefficient estimation by nuclear norm plus \(l_1\) norm penalization
scientific article; zbMATH DE number 7858677

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    High-dimensional regression coefficient estimation by nuclear norm plus \(l_1\) norm penalization (English)
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    3 June 2024
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    high dimension
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    nuclear norm
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    precision matrix
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    regression coefficient
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    sparsity
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