Joint estimation of multiple high-dimensional precision matrices (Q2796864): Difference between revisions

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Revision as of 21:51, 19 March 2024

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Joint estimation of multiple high-dimensional precision matrices
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    Joint estimation of multiple high-dimensional precision matrices (English)
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    30 March 2016
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    constrained optimization
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    convergence rate
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    graph recovery
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    precision matrices
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    second-order cone programming
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    sparsity
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