Adjusting for high-dimensional covariates in sparse precision matrix estimation by Lasso penalized D-trace loss (Q3307474)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7234628
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Adjusting for high-dimensional covariates in sparse precision matrix estimation by Lasso penalized D-trace loss |
scientific article; zbMATH DE number 7234628 |
Statements
12 August 2020
0 references
high-dimension covariates
0 references
regression coefficients matrix
0 references
sparse precision matrix
0 references
D-trace loss
0 references
0.8790939450263977
0 references
0.851688027381897
0 references
0.8418893814086914
0 references
0.813190221786499
0 references
0.8071898818016052
0 references
