High dimensional sparse covariance estimation via directed acyclic graphs (Q1952020)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | High dimensional sparse covariance estimation via directed acyclic graphs |
scientific article |
Statements
High dimensional sparse covariance estimation via directed acyclic graphs (English)
0 references
27 May 2013
0 references
concentration matrix
0 references
covariance matrix
0 references
directed acyclic graphs
0 references
graphical Lasso
0 references
high-dimensional data
0 references
PC-algorithm
0 references
0 references