A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation (Q3095179)
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scientific article; zbMATH DE number 5965219
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| English | A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation |
scientific article; zbMATH DE number 5965219 |
Statements
A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation (English)
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28 October 2011
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covariance matrix
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Frobenius norm
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Gaussian graphical model
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rate of convergence
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spectral norm
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0.863206684589386
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0.8506675362586975
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0.8262366056442261
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0.8242812156677246
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0.8182992339134216
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