Coordinate descent algorithm for covariance graphical Lasso (Q892800)
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scientific article; zbMATH DE number 6507875
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Coordinate descent algorithm for covariance graphical Lasso |
scientific article; zbMATH DE number 6507875 |
Statements
Coordinate descent algorithm for covariance graphical Lasso (English)
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12 November 2015
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coordinate descent
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covariance graphical Lasso
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covariance matrix estimation
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\(L_1\) penalty
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MM algorithm
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marginal independence
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regularization
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shrinkage
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sparsity
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0.93300474
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0.9006187
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0.8823844
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0.87514555
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0.8742788
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0.87324226
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