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scientific article; zbMATH DE number 6472991
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scientific article; zbMATH DE number 6472991

    Statements

    author
    Xing Guo Li
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    Tuo Zhao
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    Han Liu
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    Xiao-Ming Yuan
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    publication date
    17 August 2015
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    zbMATH Keywords
    linear regression
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    sparse precision matrix estimation
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    alternating direction method of multipliers
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    robustness
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    tuning insensitiveness
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    describes a project that uses
    R
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    huge
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    glmnet
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    Identifiers

    Mathematics Subject Classification ID
    62-04
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    62J05
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    62J07
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    65C60
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    zbMATH DE Number
    6472991
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    arXiv ID
    2006.15419
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