Partial correlation screening for estimating large precision matrices, with applications to classification (Q342668)

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scientific article; zbMATH DE number 6654460
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    Partial correlation screening for estimating large precision matrices, with applications to classification
    scientific article; zbMATH DE number 6654460

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      Partial correlation screening for estimating large precision matrices, with applications to classification (English)
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      18 November 2016
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      feature selection
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      forward and backward selection
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      glasso
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      partial correlation
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      random forest
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      screen and clean
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      sparsity
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      support vector machine
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