Graph-Guided Banding of the Covariance Matrix (Q5231506)

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scientific article; zbMATH DE number 7098389
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Graph-Guided Banding of the Covariance Matrix
scientific article; zbMATH DE number 7098389

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    Graph-Guided Banding of the Covariance Matrix (English)
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    27 August 2019
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    covariance estimation
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    high-dimensional
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    hierarchical group lasso
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    network
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