On the Solution of <i>ℓ</i><sub>0</sub>-Constrained Sparse Inverse Covariance Estimation Problems (Q4995086)
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scientific article; zbMATH DE number 7362332
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| English | On the Solution of <i>ℓ</i><sub>0</sub>-Constrained Sparse Inverse Covariance Estimation Problems |
scientific article; zbMATH DE number 7362332 |
Statements
On the Solution of <i>ℓ</i><sub>0</sub>-Constrained Sparse Inverse Covariance Estimation Problems (English)
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23 June 2021
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\( \ell_0\)-constrained
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sparsity
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gradient projection
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approximate Newton
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inverse covariance
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0.8181542158126831
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0.8105106353759766
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0.8088346123695374
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0.8025451898574829
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0.7904096841812134
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