High-dimensional regression coefficient estimation by nuclear norm plus \(l_1\) norm penalization (Q6548786)
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scientific article; zbMATH DE number 7858677
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| English | High-dimensional regression coefficient estimation by nuclear norm plus \(l_1\) norm penalization |
scientific article; zbMATH DE number 7858677 |
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High-dimensional regression coefficient estimation by nuclear norm plus \(l_1\) norm penalization (English)
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3 June 2024
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high dimension
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nuclear norm
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precision matrix
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regression coefficient
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sparsity
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