Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood (Q444979)
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English | Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood |
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Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood (English)
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24 August 2012
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GLASSO
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joint estimation
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LASSO
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multiple response
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sparsity
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