Covariance structure approximation via gLasso in high-dimensional supervised classification

Journal of Applied Statistics

Volumn 39, Issue 8, 2012, Pages 1643-1666

  Pavlenko, Tatjana ^a   Björkström, Anders ^b   Tillander, Annika ^b  

^a ROYAL INSTITUTE OF TECHNOLOGY   (Sweden)

^b STOCKHOLM UNIVERSITY   (Sweden)

Author keywords

block diagonal covariance structure; classification accuracy; graphical Lasso; high dimensionality; separation strength; sparsity

Indexed keywords

EID: 84862594316     PISSN: 02664763     EISSN: 13600532     Source Type: Journal    
DOI: 10.1080/02664763.2012.663346     Document Type: Article

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