A Greedy Algorithm for Sparse Precision Matrix Approximation (Q5079528)

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scientific article; zbMATH DE number 7533074
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A Greedy Algorithm for Sparse Precision Matrix Approximation
scientific article; zbMATH DE number 7533074

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    A Greedy Algorithm for Sparse Precision Matrix Approximation (English)
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    27 May 2022
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    precision matrix estimation
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    CLIME estimator
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    sparse recovery
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    inverse scale space method
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    greedy methods
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