A new approach to Cholesky-based covariance regularization in high dimensions (Q2786367): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 0903.0645 / rank | |||
Normal rank | |||
Revision as of 08:20, 19 April 2024
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)
0 references
22 September 2010
0 references
Cholesky decomposition
0 references
high-dimensional data
0 references
large \(p\) small \(n\)
0 references
lasso
0 references
sparsity
0 references
