A coordinate descent algorithm for sparse positive definite matrix estimation (Q4969917): Difference between revisions

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Latest revision as of 23:46, 19 March 2024

scientific article; zbMATH DE number 7260377
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English
A coordinate descent algorithm for sparse positive definite matrix estimation
scientific article; zbMATH DE number 7260377

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    A coordinate descent algorithm for sparse positive definite matrix estimation (English)
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    14 October 2020
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    covariance matrix estimation
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    coordinate descent
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    forward stagewise estimation
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    graph clustering
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    positive definiteness
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    precision matrix estimation
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