Covariance regularization by thresholding (Q1000302): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Covariance regularization by thresholding |
scientific article |
Statements
Covariance regularization by thresholding (English)
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6 February 2009
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covariance estimation
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regularization
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sparsity
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thresholding
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large \(p\) small \(n\)
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high dimension low sample size
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climate data
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