Sparse precision matrix estimation via lasso penalized D-trace loss (Q5410315)
From MaRDI portal
scientific article; zbMATH DE number 6285695
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse precision matrix estimation via lasso penalized D-trace loss |
scientific article; zbMATH DE number 6285695 |
Statements
Sparse precision matrix estimation via lasso penalized D-trace loss (English)
0 references
16 April 2014
0 references
constrained minimization
0 references
graphical lasso
0 references
graphical model selection
0 references
rate of convergence
0 references
