Estimation of banded time-varying precision matrix based on SCAD and group lasso.

Xiaonan Zhu Yu Chen Jie Hu

Published in: Comput. Stat. Data Anal. (2024)

Keyphrases

group lasso
low rank
regression model
variable selection
contingency tables
efficient optimization
genetic programming
multi label learning
multiple kernel learning
singular value decomposition
linear combination
convex optimization
machine learning
high order
cross validation
high dimensional
learning algorithm