Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation (Q282440)
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scientific article; zbMATH DE number 6579664
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| English | Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation |
scientific article; zbMATH DE number 6579664 |
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Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation (English)
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12 May 2016
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constrained \(\ell_{1}\)-minimization
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covariance matrix
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graphical model
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minimax lower bound
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optimal rate of convergence
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precision matrix
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sparsity
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spectral norm
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0.8506675362586975
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0.8479887247085571
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0.8426532745361328
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0.8354108929634094
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0.8243759870529175
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