Sparse estimation of a covariance matrix (Q123825)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse estimation of a covariance matrix |
scientific article |
Statements
98
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4
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807-820
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24 November 2011
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28 December 2011
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Sparse estimation of a covariance matrix (English)
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concave-convex procedure
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covariance graph
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generalized gradient descent
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lasso
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majorization-minimization
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regularization
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sparsity
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