A scalable sparse Cholesky based approach for learning high-dimensional covariance matrices in ordered data
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Publication:2008637
DOI10.1007/s10994-019-05810-5zbMath1447.62048OpenAlexW2948834710WikidataQ127755425 ScholiaQ127755425MaRDI QIDQ2008637
Publication date: 26 November 2019
Published in: Machine Learning (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10994-019-05810-5
Estimation in multivariate analysis (62H12) Order statistics; empirical distribution functions (62G30) Learning and adaptive systems in artificial intelligence (68T05) Analysis of variance and covariance (ANOVA) (62J10)
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Uses Software
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