Sparse permutation invariant covariance estimation (Q1951760): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 0801.4837 / rank | |||
Normal rank |
Revision as of 00:04, 19 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Sparse permutation invariant covariance estimation |
scientific article |
Statements
Sparse permutation invariant covariance estimation (English)
0 references
24 May 2013
0 references
covariance matrix
0 references
high dimension low sample size
0 references
large \(p\) small \(n\)
0 references
Lasso
0 references
sparsity
0 references
Cholesky decomposition
0 references