A fast ADMM algorithm for sparse precision matrix estimation using lasso penalized D-trace loss
Sparse precision matrix estimation, also known as the estimation of the inverse covariance matrix in statistical contexts, represents a critical challenge in numerous multivariate analysis applications. This challenge becomes notably complex when the dimension of the data is far greater than the cap...
保存先:
| 主要な著者: | , , |
|---|---|
| フォーマット: | Artigo |
| 言語: | Inglês |
| 出版事項: |
Elsevier
2024-03-01
|
| シリーズ: | Egyptian Informatics Journal |
| 主題: | |
| オンライン･アクセス: | http://www.sciencedirect.com/science/article/pii/S1110866523000816 |
| タグ: |
タグなし, このレコードへの初めてのタグを付けませんか!
|