Graphical LASSO based model selection for time series

IEEE Signal Processing Letters

Volumn 22, Issue 10, 2015, Pages 1781-1785

  Jung, Alexander ^a   Hannak, Gabor ^a   Goertz, Norbert ^a  

^a VIENNA UNIVERSITY OF TECHNOLOGY   (Austria)

Author keywords

ADMM; graphical LASSO; graphical model selection; nonparametric time series; sparsity

Indexed keywords

GRAPHIC METHODS; NUMERICAL METHODS; OPTIMIZATION;

ADMM; GRAPHICAL LASSOS; GRAPHICAL MODEL SELECTIONS; NON-PARAMETRIC; SPARSITY;

TIME SERIES;

EID: 84930663541     PISSN: 10709908     EISSN: None     Source Type: Journal    
DOI: 10.1109/LSP.2015.2425434     Document Type: Article

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