Fast and adaptive sparse precision matrix estimation in high dimensions (Q2256755)

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scientific article; zbMATH DE number 6406752
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    Fast and adaptive sparse precision matrix estimation in high dimensions
    scientific article; zbMATH DE number 6406752

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      Fast and adaptive sparse precision matrix estimation in high dimensions (English)
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      20 February 2015
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      adaptivity
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      coordinate descent
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      cross validation
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      Gaussian graphical models
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      lasso
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      convergence rates
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