High dimensional inverse covariance matrix estimation via linear programming
type: Item
instance of: scholarly article
zbMATH Open document ID: 1242.62043
author: Ming Yuan
publication date: 2012-07-13T00:00:00Z
full work available at URL: yuan10b.html
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 90C05
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 6055565
zbMATH Keywords: covariance selection
zbMATH Keywords: Dantzig selector
zbMATH Keywords: Gaussian graphical model
zbMATH Keywords: Lasso
zbMATH Keywords: linear programming
zbMATH Keywords: oracle inequality
zbMATH Keywords: sparsity
MaRDI profile type: Publication
title: High dimensional inverse covariance matrix estimation via linear programming
published in: Journal of Machine Learning Research (JMLR)
description: scientific article; zbMATH DE number 6055565