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A greedy algorithm for sparse precision matrix approximation - MaRDI portal

A greedy algorithm for sparse precision matrix approximation

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Publication:6321336

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DOI10.4208/JCM.2005-M2019-0151zbMath1513.62103arXiv1907.00723MaRDI QIDQ6321336

Didi Lv, Xiaoqun Zhang

Publication date: 1 July 2019

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Numerical mathematical programming methods (65K05) Convex programming (90C25) Applications of mathematical programming (90C90) Numerical linear algebra (65F99)

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