ADMM algorithmic regularization paths for high-dimensional sparse precision matrix estimation (Q4996441)
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scientific article; zbMATH DE number 7366599
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| English | ADMM algorithmic regularization paths for high-dimensional sparse precision matrix estimation |
scientific article; zbMATH DE number 7366599 |
Statements
1 July 2021
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alternating direction method of multiplier
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high-dimensional precision matrix
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regularization parameters
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sparse estimation
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0.8503494262695312
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0.826015293598175
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0.8176420331001282
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0.8116005659103394
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0.8079726099967957
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