A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity

DOI10.1007/s10463-022-00856-0arXiv2107.02999MaRDI QIDQ6173730

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Publication date: 13 July 2023

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2107.02999

zbMATH Keywords

high-dimensional dataLassoGaussian graphical modelprecision matrixweak sparsity

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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