The spectral condition number plot for regularization parameter evaluation (Q782639)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The spectral condition number plot for regularization parameter evaluation |
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The spectral condition number plot for regularization parameter evaluation (English)
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28 July 2020
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eigenvalues
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high-dimensional covariance (precision) estimation
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\( \ell_2\)-penalization
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matrix condition number
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