Sparse and low-rank covariance matrix estimation (Q2516376)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse and low-rank covariance matrix estimation |
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Sparse and low-rank covariance matrix estimation (English)
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31 July 2015
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covariance matrix
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sparse and low-rank estimator
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estimation rate
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alternating direction method of multipliers
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