Coordinate descent algorithm for covariance graphical Lasso (Q892800)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Coordinate descent algorithm for covariance graphical Lasso |
scientific article |
Statements
Coordinate descent algorithm for covariance graphical Lasso (English)
0 references
12 November 2015
0 references
coordinate descent
0 references
covariance graphical Lasso
0 references
covariance matrix estimation
0 references
\(L_1\) penalty
0 references
MM algorithm
0 references
marginal independence
0 references
regularization
0 references
shrinkage
0 references
sparsity
0 references
