Graph-Guided Banding of the Covariance Matrix (Q5231506)
From MaRDI portal
scientific article; zbMATH DE number 7098389
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Graph-Guided Banding of the Covariance Matrix |
scientific article; zbMATH DE number 7098389 |
Statements
Graph-Guided Banding of the Covariance Matrix (English)
0 references
27 August 2019
0 references
covariance estimation
0 references
high-dimensional
0 references
hierarchical group lasso
0 references
network
0 references
