Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization (Q391559)
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 6244305
| 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 \(\ell_1\)-penalization |
scientific article; zbMATH DE number 6244305 |
Statements
Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization (English)
0 references
10 January 2014
0 references
estimation bounds
0 references
graphical model
0 references
model selection consistency
0 references
oracle property
0 references
0 references
0 references
0 references
0.94185245
0 references
0.9063984
0 references
0.90244424
0 references
0.9007794
0 references
0.90064347
0 references
0.90050125
0 references
0.89635754
0 references
0.89549124
0 references
0.8949578
0 references
