Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood (Q444979)

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Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood
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    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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