A proximal distance algorithm for likelihood-based sparse covariance estimation (Q5872849)
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scientific article; zbMATH DE number 7638100
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| English | A proximal distance algorithm for likelihood-based sparse covariance estimation |
scientific article; zbMATH DE number 7638100 |
Statements
A proximal distance algorithm for likelihood-based sparse covariance estimation (English)
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4 January 2023
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distance-to-set penalty
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majorization-minimization
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penalized likelihood
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proximal algorithm
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sequential unconstrained minimization
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sparse estimation
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0.88603836
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0.8859712
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0.8816078
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0.8793477
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0.8791761
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0.87605816
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0.8745125
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0.87382966
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0.8706424
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0.86942244
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