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Exact Covariance Thresholding into Connected Components for Large-Scale Graphical Lasso

We consider the sparse inverse covariance regularization problem or graphical lasso with regularization parameter λ. Suppose the sample covariance graph formed by thresholding the entries of the sample covariance matrix at λ is decomposed into connected components. We show that the vertex-partition...

詳細記述

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書誌詳細
出版年:J Mach Learn Res
主要な著者: Mazumder, Rahul, Hastie, Trevor
フォーマット: Artigo
言語:Inglês
出版事項: 2012
主題:
オンライン・アクセス:https://ncbi.nlm.nih.gov/pmc/articles/PMC4225650/
https://ncbi.nlm.nih.gov/pubmed/25392704
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