<formula formulatype="inline"><tex Notation="TeX">$l_{0}$</tex></formula> Sparse Inverse Covariance Estimation

DOI10.1109/TSP.2015.2416680zbMath1394.62069arXiv1408.0850OpenAlexW2068753436MaRDI QIDQ4580638

Goran Marjanovic, Alfred O. III Hero

Publication date: 22 August 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.0850

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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