Certifiably optimal sparse inverse covariance estimation (Q2205987)
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scientific article; zbMATH DE number 7263701
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| English | Certifiably optimal sparse inverse covariance estimation |
scientific article; zbMATH DE number 7263701 |
Statements
Certifiably optimal sparse inverse covariance estimation (English)
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21 October 2020
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sparse inverse covariance estimation
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semidefinite optimization
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mixed-integer optimization
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Glasso
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maximum likelihood estimation
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0.8001962900161743
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0.7955061793327332
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0.7876466512680054
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0.787003219127655
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0.784965455532074
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