Sparse and low-rank covariance matrix estimation (Q2516376)
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scientific article; zbMATH DE number 6468721
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Sparse and low-rank covariance matrix estimation |
scientific article; zbMATH DE number 6468721 |
Statements
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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0.8220812082290649
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0.8197532296180725
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0.8173763155937195
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0.8134121298789978
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0.8121410608291626
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