Sparse inverse covariance matrix estimation via the $ \newcommand{\e}{{\rm e}} \ell_{0}$ -norm with Tikhonov regularization (Q4973542)
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scientific article; zbMATH DE number 7137989
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English | Sparse inverse covariance matrix estimation via the $ \newcommand{\e}{{\rm e}} \ell_{0}$ -norm with Tikhonov regularization |
scientific article; zbMATH DE number 7137989 |
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Sparse inverse covariance matrix estimation via the $ \newcommand{\e}{{\rm e}} \ell_{0}$ -norm with Tikhonov regularization (English)
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28 November 2019
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sparse inverse covariance matrix estimation
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Tikhonov regularization
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penalty methods
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