Sparse estimation of high-dimensional inverse covariance matrices with explicit eigenvalue constraints
type: Item
instance of: scholarly article
title: Sparse estimation of high-dimensional inverse covariance matrices with explicit eigenvalue constraints
zbMATH Open document ID: 1488.65145
author: Peili Li
author: Sha Lu
author: Yunhai Xiao
published in: Journal of the Operations Research Society of China
publication date: 2021-12-13T00:00:00Z
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C25
Mathematics Subject Classification ID: 90C46
zbMATH DE Number: 7443745
zbMATH Keywords: non-smooth convex minimization
zbMATH Keywords: inverse covariance matrix
zbMATH Keywords: maximum likelihood estimation
zbMATH Keywords: augmented Lagrangian function
zbMATH Keywords: symmetric Gauss-Seidel iteration
MaRDI profile type: Publication
full work available at URL: s40305-021-00351-y
OpenAlex ID: W3192454990
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DOI: 10.1007/S40305-021-00351-Y
description: scientific article; zbMATH DE number 7443745