Joint estimation of sparse multivariate regression and conditional graphical models (Q2950192)
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English | Joint estimation of sparse multivariate regression and conditional graphical models |
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Joint estimation of sparse multivariate regression and conditional graphical models (English)
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8 October 2015
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covariance selection
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Gaussian graphical model
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large \(p\) small \(n\)
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multivariate regression
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regularization
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