Fast algorithms for sparse inverse covariance estimation (Q5031723)
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scientific article; zbMATH DE number 7474748
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| English | Fast algorithms for sparse inverse covariance estimation |
scientific article; zbMATH DE number 7474748 |
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Fast algorithms for sparse inverse covariance estimation (English)
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16 February 2022
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the precision matrix
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sparse inverse covariance estimation
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sparse covariance selection problem
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alternating direction method of multipliers
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positive semi-definite programming
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0.8425173759460449
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0.839599072933197
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0.836651086807251
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0.8334658741950989
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