Covariance structure approximation via gLasso in high-dimensional supervised classification (Q3168288)

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scientific article; zbMATH DE number 6100412
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    Covariance structure approximation via gLasso in high-dimensional supervised classification
    scientific article; zbMATH DE number 6100412

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      Covariance structure approximation via gLasso in high-dimensional supervised classification (English)
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      30 October 2012
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      high dimensionality
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      classification accuracy
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      sparsity
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      block-diagonal covariance structure
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      graphical Lasso
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      separation strength
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