An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss (Q2008097)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss |
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An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss (English)
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22 November 2019
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ADMM
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high dimension
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penalized quadratic loss
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precision matrix
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