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