An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation (Q1796959)
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scientific article; zbMATH DE number 6957718
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| English | An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation |
scientific article; zbMATH DE number 6957718 |
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An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation (English)
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17 October 2018
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inverse covariance matrix
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non-smooth convex minimization
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Lagrangian dual
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alternating direction method of multipliers
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symmetric Gauss-Seidel iteration
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0.9155572
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0.8985273
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0.8975789
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0.89511997
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