D-trace estimation of a precision matrix using adaptive Lasso penalties.

Vahe Avagyan Andrés M. Alonso Francisco J. Nogales

Published in: Adv. Data Anal. Classif. (2018)

Keyphrases

singular value decomposition
elastic net
feature selection
regularized regression
estimation process
low rank
linear regression
robust estimation
accurate estimation
sparse representation
high precision
estimation error
linear algebra
high recall
denoising
decision directed
data sets