A Greedy Algorithm for Sparse Precision Matrix Approximation
From MaRDI portal
Publication:5079528
DOI10.4208/jcm.2005-m2019-0151MaRDI QIDQ5079528
Publication date: 27 May 2022
Published in: Journal of Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1907.00723
sparse recovery; precision matrix estimation; greedy methods; CLIME estimator; inverse scale space method
Uses Software