Sparse matrix inversion with scaled lasso

Journal of Machine Learning Research

Volumn 14, Issue , 2013, Pages 3385-3418

  Sun, Tingni ^a   Zhang, Cun Hui ^b  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

^b RUTGERS UNIVERSITY   (United States)

Author keywords

Concentration matrix; Graphical model; Inverse matrix; Linear regression; Precision matrix; Scaled Lasso; Spectrum norm

Indexed keywords

GRAPHICAL MODEL; INVERSE MATRIX; PRECISION MATRIX; SCALED LASSO; SPECTRUM NORM;

ALGORITHMS; APPROXIMATION THEORY; ESTIMATION; INVERSE PROBLEMS; LINEAR REGRESSION;

COVARIANCE MATRIX;

EID: 84890020327     PISSN: 15324435     EISSN: 15337928     Source Type: Journal    
DOI: None     Document Type: Article

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