A scalable sparse Cholesky based approach for learning high-dimensional covariance matrices in ordered data (Q2008637)
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scientific article; zbMATH DE number 7136680
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| English | A scalable sparse Cholesky based approach for learning high-dimensional covariance matrices in ordered data |
scientific article; zbMATH DE number 7136680 |
Statements
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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0.8139140009880066
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0.7956830263137817
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0.7939419746398926
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0.7883692383766174
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0.7746739983558655
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