Ridge estimation of inverse covariance matrices from high-dimensional data (Q1659004)
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scientific article; zbMATH DE number 6918229
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| English | Ridge estimation of inverse covariance matrices from high-dimensional data |
scientific article; zbMATH DE number 6918229 |
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Ridge estimation of inverse covariance matrices from high-dimensional data (English)
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15 August 2018
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graphical modeling
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high-dimensional precision matrix estimation
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multivariate normal
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\(\ell_2\)-penalization
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precision matrix
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0.8675617575645447
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0.8330702185630798
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0.8185617923736572
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0.8102262020111084
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