Joint estimation of multiple high-dimensional precision matrices
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Publication:2796864
DOI10.5705/ss.2014.256zbMath1356.62066OpenAlexW1916819996WikidataQ37701844 ScholiaQ37701844MaRDI QIDQ2796864
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Publication date: 30 March 2016
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc5351783
constrained optimizationconvergence ratesparsitysecond-order cone programmingprecision matricesgraph recovery
Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10)
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