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...
में बचाया:
| मुख्य लेखकों: | , , |
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| स्वरूप: | Artigo |
| भाषा: | Inglês |
| प्रकाशित: |
Elsevier
2024-03-01
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| श्रृंखला: | Egyptian Informatics Journal |
| विषय: | |
| ऑनलाइन पहुंच: | http://www.sciencedirect.com/science/article/pii/S1110866523000816 |
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