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...
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| Автори: | , , |
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| Формат: | Artigo |
| Мова: | Inglês |
| Опубліковано: |
Elsevier
2024-03-01
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| Серія: | Egyptian Informatics Journal |
| Предмети: | |
| Онлайн доступ: | http://www.sciencedirect.com/science/article/pii/S1110866523000816 |
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