Covariance regularization by thresholding (Q1000302)
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scientific article; zbMATH DE number 5503371
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Covariance regularization by thresholding |
scientific article; zbMATH DE number 5503371 |
Statements
Covariance regularization by thresholding (English)
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6 February 2009
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covariance estimation
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regularization
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sparsity
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thresholding
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large \(p\) small \(n\)
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high dimension low sample size
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climate data
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0.9000983238220215
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0.8708040714263916
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0.8656904697418213
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0.8513400554656982
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0.8482731580734253
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