Certifiably optimal sparse inverse covariance estimation (Q2205987): Difference between revisions
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| Property / author: Dimitris J. Bertsimas / rank | |||
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| Property / author: Jourdain B. Lamperski / rank | |||
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| Property / author: Jourdain B. Lamperski / rank | |||
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Latest revision as of 03:10, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Certifiably optimal sparse inverse covariance estimation |
scientific article |
Statements
Certifiably optimal sparse inverse covariance estimation (English)
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21 October 2020
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sparse inverse covariance estimation
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semidefinite optimization
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mixed-integer optimization
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Glasso
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maximum likelihood estimation
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