High‐Dimensional Covariance Estimation (Q5326193)
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scientific article; zbMATH DE number 6193445
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High‐Dimensional Covariance Estimation |
scientific article; zbMATH DE number 6193445 |
Statements
High‐Dimensional Covariance Estimation (English)
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31 July 2013
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Sparsity
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Gaussian graphical models
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Regularization
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Lasso
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Banding
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Tapering
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Thresholding
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