A scalable sparse Cholesky based approach for learning high-dimensional covariance matrices in ordered data (Q2008637)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A scalable sparse Cholesky based approach for learning high-dimensional covariance matrices in ordered data |
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A scalable sparse Cholesky based approach for learning high-dimensional covariance matrices in ordered data (English)
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26 November 2019
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covariance estimation
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high-dimensional data
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sparse Cholesky
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penalized likelihood
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