Sparse and low-rank covariance matrix estimation (Q2516376): Difference between revisions
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scientific article
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English | Sparse and low-rank covariance matrix estimation |
scientific article |
Statements
Sparse and low-rank covariance matrix estimation (English)
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31 July 2015
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covariance matrix
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sparse and low-rank estimator
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estimation rate
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alternating direction method of multipliers
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