Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood (Q444979)
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scientific article; zbMATH DE number 6071644
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| English | Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood |
scientific article; zbMATH DE number 6071644 |
Statements
Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood (English)
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24 August 2012
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GLASSO
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joint estimation
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LASSO
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multiple response
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sparsity
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0.89535993
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0.8814358
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0.87851644
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0.8766927
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0.87457573
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0.8716335
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0.86431605
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0.86405724
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