An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss
type: Item
instance of: scholarly article
title: An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss
author: Cheng Wang
author: Binyan Jiang
published in: Computational Statistics and Data Analysis
publication date: 2019-11-22T00:00:00Z
full work available at URL: https://arxiv.org/abs/1811.04545
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 7135527
zbMATH Keywords: ADMM
zbMATH Keywords: high dimension
zbMATH Keywords: penalized quadratic loss
zbMATH Keywords: precision matrix
describes a project that uses: glasso
describes a project that uses: QUIC
describes a project that uses: FASTCLIME
MaRDI profile type: Publication
OpenAlex ID: W2963301119
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Wikidata QID: Q127459676
DOI: 10.1016/J.CSDA.2019.106812
description: scientific article; zbMATH DE number 7135527