Adaptive Thresholding for Sparse Covariance Matrix Estimation (Q3095185): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:41, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive Thresholding for Sparse Covariance Matrix Estimation |
scientific article |
Statements
Adaptive Thresholding for Sparse Covariance Matrix Estimation (English)
0 references
28 October 2011
0 references
Frobenius norm
0 references
optimal rate of convergence
0 references
spectral norm
0 references
support recovery
0 references
universal thresholding
0 references
