Coordinate descent algorithm for covariance graphical Lasso (Q892800): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1007/s11222-013-9385-5 / rank
 
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Latest revision as of 01:15, 11 July 2024

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Coordinate descent algorithm for covariance graphical Lasso
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    Coordinate descent algorithm for covariance graphical Lasso (English)
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    12 November 2015
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    coordinate descent
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    covariance graphical Lasso
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    covariance matrix estimation
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    \(L_1\) penalty
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    MM algorithm
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    marginal independence
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    regularization
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    shrinkage
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    sparsity
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