An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss.
Cheng WangBinyan JiangPublished in: Comput. Stat. Data Anal. (2020)
Keyphrases
- computational complexity
- detection algorithm
- high dimensional
- computationally efficient
- cost function
- estimation algorithm
- objective function
- search space
- dynamic programming
- segmentation algorithm
- np hard
- parameter estimation
- parameter space
- convergence rate
- preprocessing
- k means
- maximum likelihood
- expectation maximization
- evolutionary algorithm
- similarity search