Precision matrix estimation using penalized generalized Sylvester matrix equation
DOI10.1007/s11749-022-00807-0zbMath1502.62013OpenAlexW4226526057MaRDI QIDQ2677125
Publication date: 13 January 2023
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-022-00807-0
Gaussian graphical modelslinear discriminant analysisgeneralized Sylvester matrix equationD-trace loss\( \ell_1\) norm
Computational methods for problems pertaining to statistics (62-08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Matrix equations and identities (15A24) Probabilistic graphical models (62H22) Numerical methods for matrix equations (65F45)
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