Sparse estimation of a covariance matrix (Q123825): Difference between revisions

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28 December 2011
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Property / publication date: 28 December 2011 / rank
 
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Property / author: Jacob Bien / rank
 
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Property / author
 
Property / author: Robert Tibshirani / rank
 
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Sparse estimation of a covariance matrix (English)
Property / title: Sparse estimation of a covariance matrix (English) / rank
 
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Property / zbMATH Open document ID: 1228.62063 / rank
 
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Property / full work available at URL: http://europepmc.org/articles/pmc3413177 / rank
 
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Property / Mathematics Subject Classification ID: 62H12 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 62P10 / rank
 
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Property / Mathematics Subject Classification ID: 90C90 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 65C60 / rank
 
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Property / zbMATH DE Number
 
Property / zbMATH DE Number: 5992024 / rank
 
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Property / zbMATH Keywords
 
concave-convex procedure
Property / zbMATH Keywords: concave-convex procedure / rank
 
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Property / zbMATH Keywords
 
covariance graph
Property / zbMATH Keywords: covariance graph / rank
 
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generalized gradient descent
Property / zbMATH Keywords: generalized gradient descent / rank
 
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Property / zbMATH Keywords
 
lasso
Property / zbMATH Keywords: lasso / rank
 
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majorization-minimization
Property / zbMATH Keywords: majorization-minimization / rank
 
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regularization
Property / zbMATH Keywords: regularization / rank
 
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sparsity
Property / zbMATH Keywords: sparsity / rank
 
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Revision as of 19:08, 30 August 2023

scientific article
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English
Sparse estimation of a covariance matrix
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    98
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    4
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    807-820
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    24 November 2011
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    28 December 2011
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    Sparse estimation of a covariance matrix (English)
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    concave-convex procedure
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    covariance graph
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    generalized gradient descent
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    lasso
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    majorization-minimization
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    regularization
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    sparsity
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