An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss (Q2008097)
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scientific article; zbMATH DE number 7135527
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| English | An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss |
scientific article; zbMATH DE number 7135527 |
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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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0.8503494262695312
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0.8264626860618591
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0.8081013560295105
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0.8010765910148621
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0.8006337285041809
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