A self-calibrated direct approach to precision matrix estimation and linear discriminant analysis in high dimensions (Q829737)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A self-calibrated direct approach to precision matrix estimation and linear discriminant analysis in high dimensions |
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A self-calibrated direct approach to precision matrix estimation and linear discriminant analysis in high dimensions (English)
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6 May 2021
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high-dimensional statistics
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precision matrix estimation
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linear discriminant analysis
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\( \ell_1\)-regularized quadratic programming
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self-calibrated regularization
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direct estimation approach
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