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The Bayesian Covariance Lasso
Estimation of sparse covariance matrices and their inverse subject to positive definiteness constraints has drawn a lot of attention in recent years. The abundance of high-dimensional data, where the sample size (n) is less than the dimension (d), requires shrinkage estimation methods since the maxi...
Gorde:
| Egile Nagusiak: | , , , , |
|---|---|
| Formatua: | Artigo |
| Hizkuntza: | Inglês |
| Argitaratua: |
2013
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| Gaiak: | |
| Sarrera elektronikoa: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3925647/ https://ncbi.nlm.nih.gov/pubmed/24551316 |
| Etiketak: |
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