Certifiably optimal sparse inverse covariance estimation (Q2205987): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
Property / author | |||
Property / author: Dimitris J. Bertsimas / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Jourdain B. Lamperski / rank | |||
Normal rank |
Revision as of 14:25, 20 February 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)
0 references
21 October 2020
0 references
sparse inverse covariance estimation
0 references
semidefinite optimization
0 references
mixed-integer optimization
0 references
Glasso
0 references
maximum likelihood estimation
0 references