A new approach to Cholesky-based covariance regularization in high dimensions (Q2786367): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new approach to Cholesky-based covariance regularization in high dimensions |
scientific article |
Statements
A new approach to Cholesky-based covariance regularization in high dimensions (English)
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22 September 2010
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Cholesky decomposition
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high-dimensional data
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large \(p\) small \(n\)
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lasso
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sparsity
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