A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation (Q3095179)
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Language | Label | Description | Also known as |
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English | A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation |
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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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