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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...
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| Yayımlandı: | J Mach Learn Res |
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| Asıl Yazarlar: | , |
| Materyal Türü: | Artigo |
| Dil: | Inglês |
| Baskı/Yayın Bilgisi: |
2012
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| Konular: | |
| Online Erişim: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4225650/ https://ncbi.nlm.nih.gov/pubmed/25392704 |
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