Ridge estimation of inverse covariance matrices from high-dimensional data (Q1659004)

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Ridge estimation of inverse covariance matrices from high-dimensional data
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    Ridge estimation of inverse covariance matrices from high-dimensional data (English)
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    15 August 2018
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    graphical modeling
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    high-dimensional precision matrix estimation
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    multivariate normal
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    \(\ell_2\)-penalization
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    precision matrix
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