Sparse estimation of high-dimensional inverse covariance matrices with explicit eigenvalue constraints (Q2059164)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse estimation of high-dimensional inverse covariance matrices with explicit eigenvalue constraints |
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Sparse estimation of high-dimensional inverse covariance matrices with explicit eigenvalue constraints (English)
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13 December 2021
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non-smooth convex minimization
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inverse covariance matrix
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maximum likelihood estimation
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augmented Lagrangian function
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symmetric Gauss-Seidel iteration
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