A joint convex penalty for inverse covariance matrix estimation
type: Item
instance of: scholarly article
title: A joint convex penalty for inverse covariance matrix estimation
zbMATH Open document ID: 1506.62128
author: Ashwini Maurya
published in: Computational Statistics and Data Analysis
publication date: 2018-11-23T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 90C25
zbMATH DE Number: 6983941
zbMATH Keywords: proximal gradient
zbMATH Keywords: joint penalty
zbMATH Keywords: convex optimization
zbMATH Keywords: sparsity
describes a project that uses: CHOMPACK
describes a project that uses: glasso
MaRDI profile type: Publication
full work available at URL: j.csda.2014.01.015
OpenAlex ID: W2051234290
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DOI: 10.1016/J.CSDA.2014.01.015
description: scientific article; zbMATH DE number 6983941