Optimal rates of convergence for sparse covariance matrix estimation (Q741791)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal rates of convergence for sparse covariance matrix estimation |
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Optimal rates of convergence for sparse covariance matrix estimation (English)
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15 September 2014
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Assouad's lemma
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Bregman divergence
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covariance matrix estimation
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Frobenius norm
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Le Cam's method
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minimax lower bound
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spectral norm
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optimal rate of convergence
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thresholding
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