Adaptive Thresholding for Sparse Covariance Matrix Estimation (Q3095185)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive Thresholding for Sparse Covariance Matrix Estimation |
scientific article |
Statements
Adaptive Thresholding for Sparse Covariance Matrix Estimation (English)
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28 October 2011
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Frobenius norm
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optimal rate of convergence
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spectral norm
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support recovery
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universal thresholding
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